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1
Preheat the oven to 400 degrees F.
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2
Spread a 1/2-inch thick layer of rock salt on a large baking sheet and across the bottoms of 2 large plates.
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3
Set aside.
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4
Fry the bacon until just crisp in a medium skillet over medium-high heat.
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5
Add the onions, salt, and cayenne and cook, stirring for 2 minutes.
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6
Add the garlic and butter, and cook, stirring, for 2 minutes or until the butter melts.
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7
Add the flour, and stirring slowly and constantly, cook for 2 minutes.
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8
Add the milk and wine and stir to blend.
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9
Reduce the heat to medium, then add the mushrooms and shrimp.
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10
Stir and fold to mix and cook until the mixture is thick, 3 to 4 minutes.
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11
Add the Parmesan, lemon juice, green onions and parsley and stir to blend.
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12
Remove from the heat, add the egg yolk, and blend well.
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13
Let cool to room temperature.
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14
Arrange the reserved oyster shells on the prepared baking sheet.
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15
Put 1 oyster in each shell and top with about 1 1/2 tablespoons of the sauce, spreading the sauce evenly out to the edges of the shell to completely cover the oyster.
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16
(Alternatively, pipe the sauce over the oysters.)
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17
Bake until the sauce is lightly browned and the oysters begin to curl around the edges, about 20 minutes.
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18
Using tongs or a spatula, carefully transfer the hot shells to the salt-covered plates and serve immediately.