Should you remove the roe from scallops?

When it comes to preparing scallops, should one opt to remove the roe or leave it intact? Is there a significant difference in taste or texture between scallops with and without the roe? Are there any health concerns associated with consuming scallop roe? And if one does choose to remove the roe, what is the best way to go about it to ensure minimal waste and maximum flavor retention? These are the questions that come to mind when pondering the decision of whether or not to remove the roe from scallops.