Soft-shell crabs are in season in the spring, so keep your eye out because the soft-shell season doesn't last that long. Be sure to have the apron, lungs, and eyes removed by your fishmonger and use the crabs as soon as possible.
Peel the zest from the lemons, leaving the white pith behind, and cut into thin strips. Squeeze the juice from the lemon over the strips of zest and combine with the salt. Let sit for at least 1 hour. Rinse the lemon zest before using.
Remove the dried outer layers and roots and wash the scallions. In a baking dish, toss the scallions in the olive oil and season with the salt and pepper, to taste. Cover with plastic wrap and let the scallions sit at room temperature for 30 minutes; the scallions will start to sweat.
Preheat a grill pan and slowly grill the scallions until they are soft. (They should have nice grill marks for presentation.)
Preheat the oven to 325 degrees.
In a large, ovensafe pot, bring the water to a boil with the salt and shallots. Slowly stream the polenta into the boiling water while whisking constantly to incorporate and prevent lumps from forming. Bring the polenta back to a simmer and cover the pot. Place the covered pot in the oven for about 30 minutes.
Then, remove from the oven and whisk in the lemon zest, butter, and chives.
Preheat a large sauté pan over medium-high heat. Add the olive oil and heat. Season the crabs on both sides with salt and pepper, to taste. Once the oil begins to ripple, add the crabs, shell side down, and sauté for about 4 minutes.
Mound the polenta on a serving platter and arrange the grilled scallions on top of the polenta. Once the crabs are cooked, place them on top of the scallions. Finish the plate with the rinsed preserved lemon zest and the lemon sections. Drizzle with olive oil, as needed, just before serving.