There's nothing like cooking over a charcoal fire, and it's essential for getting that fire-roasted flavor. When spooning the butter sauce over the oysters during grilling, some of it will hit the hot coals and cause it to flame up. Don’t worry--you want that to happen. It’ll give the oysters that charred taste you're aiming for.
Combine the butter, garlic, the juice from the lemons and a few pinches of salt and pepper in a medium saucepan over medium heat. Cook until the butter melts. Stir together the parsley, Parmesan and Romano in a medium bowl.
Arrange the oyster shells on the grill grate. Spoon the butter mixture over the oysters. Add the bread to the grill cut-side down and cook until grill marks appear, 30 seconds to 1 minute. Remove the bread from the grill. Cover the grill with the lid and cook until the oysters begin to reduce in size, 3 to 4 minutes.
Spoon the parsley mixture over each oyster, cover the grill and cook until the cheese is melted and the oysters are cooked to desired doneness, 30 seconds to 1 minute longer. Remove the oysters to a serving platter. Serve immediately with the bread.