Cut between the membranes of 2 of the clementines, letting the segments fall into a bowl. Juice the remaining clementine. In a bowl, toss the frisee with EVOO.
In a skillet, heat 2 tsp. EVOO over medium-high. Add the mushrooms; cook, stirring, until browned, 5 minutes. Transfer to a plate. Add 1 tsp. EVOO to the skillet. Add the scallops; cook, turning once, until browned and firm to the touch, 5 minutes. Transfer to 4 plates; tent with foil.
Lower the heat to medium; add 1/3 cup water, the worcestershire and clementine juice. Bring to a boil, scraping the pan. Add the mushrooms; cook for 1 minute. Spoon the sauce over the scallops.
Divide the clementines and frisee among the plates with the scallops. Drizzle with the balsamic glaze.