How to Make It. 1  Shuck oysters, reserving bottom shells and 1 Tbsp. oyster liquor (oyster liquid in shell); discard top shells. 2  Preheat broiler with oven rack 6 inches from heat. 3  Microwave remaining 1 Tbsp. butter and 1 Tbsp. olive oil in a small microwave-safe bowl at HIGH 20 seconds or until butter melts. Stir in reserved oyster liquor. Spread rock salt in a 1/4-inch layer in a 18- x 13-inch shallow pan. Place oysters, in shells, on rock salt.