This sauce, allegedly from Hong Kong, is called XO to equate its extravagance with that of "extra old" fine brandy (though there is none in the recipe). Many versions of this sauce exist, but they all include dried scallops (sometimes called conpoy), an ingredient highly prized in Chinese cooking for its flavor and texture, and costly Chinese Yunnan ham, which is unavailable in the U.S.
· A 12-inch heavy skillet can be substituted for the wok. When making XO sauce, reduce heat to moderately low after adding onion, garlic, and chile to skillet and cook, stirring constantly, only 1 minute. Also, cook shrimp mixture, stirring constantly, only 1 minute. Add reserved scallop liquid and simmer over moderate heat until slightly darkened and most of liquid is evaporated (leaving only oil), about 2 minutes. When cooking beef and snow peas, beef will take about 2 minutes (per batch) to brown in skillet.