Heat oil in a deep fryer to 375 degrees, using a deep-frying thermometer. When oil reaches the desired temperature, dip mushrooms, broccoli, and green beans into batter, drain extra batter, and fry in oil in small batches. Do not crowd fryer. Cook veggies to desired color, golden brown. Watch carefully. This should only take two to four minutes, depending on oil temperature. Drain on paper towels. Put vegetables on an ovenproof dish or pan and keep warm in 200 degree oven while cooking scallops.