Prepare a charcoal or gas grill for medium-high heat (about 450°; you can hold your hand 5 in. above cooking grate level only 4 to 5 seconds). Set oysters in shells on cooking grate and top each with about 1 1/2 tsp. of Bagna Cauda Butter, Casino Butter, or Langosta Butter (about a 1/4-in.-thick slice of log). Cook oysters, covered, just until juices are bubbling around the edges, 4 to 5 minutes.
Meanwhile, line a platter with rock salt. With tongs, carefully lift oysters from grate, keeping them level so the juices don't spill, and nestle them in salt. Garnish with lemon wedges and serve hot.
*Have your seafood purveyor shuck the oysters, taking care to reserve the juices. Keep them cold and as level as possible in transport to avoid losing the liquid, and use them as soon as you can.