Heat oven to a high broil.
Add a layer of rock salt to a rimmed baking sheet, or substitute dry, uncooked rice. This will keep the oyster shells from wobbling.
Scrub the oyster shells with a stiff brush. Carefully shuck the oysters by running a knife along the bottom of the inside of the shell to loosen the oyster.
In a skillet over medium heat, melt 4 tbsp. of the bone marrow herb butter. Add the bread crumbs and cook, stirring, until the crumbs are lightly browned.
Top each oyster with a heaping teaspoon of the marrow herb butter and then sprinkle each one with gruyere cheese.
Broil the oysters in the preheated oven for 4 to 5 minutes, or until the cheese begins to bubble and slightly toast.
Remove and add the bread crumbs and cook until the topping is golden brown — about 1 more minute.
Sprinkle with fresh chopped parsley, top with pickled red onion and serve with lemon wedges.