Scrub the oyster shells clean under cold running water. Open the oysters; collect their liquor in a pan by sieving it through a fine cloth mesh.  Place the oyster juice aside.   Leave the oysters attached to their bottom shell.  Spread rock salt in a grill pan.   Arrange the oyster shells on the salt.   Chill the oysters until ready to be grilled.

Peel the shallots, slice vertically and cut across to make fine dice.  Melt the butter in a small pan.  Skim the froth off the surface; take the pan from the heat and allow to cool. Put the shallots in another small saucepan and add 300 ml champagne.   Boil until reduced to 30-45 ml.  Let cool slightly.

Whisk together the egg yolks, oyster liquor and the champagne mixture in a large, heatproof bowl.  Set the bowl over a pan of hot, but not boiling, wáter and whisk until very thick, 5-7 minutes.   The mixture should form soft peaks and leave a ribbon trail when the whisk is lifted.

Remove the pan from the heat and whisk the warm butter into the mixture in a slow, steady stream.    If the butter is too hot or added too quickly, the sauce will separate.  Leave the milk solids from the butter at the bottom of the pan.   Season the sauce with salt, peper and lemon juice.   Whisk the remaining champagne into the sauce.

Heat the grill.    Spoon 1-2 spoonfuls of sauce over each oyster.  Grill the oysters about 10 cm from the heat until lightly browned, 1-2 minutes.

(Serving suggestion: oysters may be propped up over a bed of simmered asparagus in individual plates).