How to Make It
Open bottom vent of a charcoal grill completely. Light charcoal chimney starter filled with briquettes. When briquettes are covered with gray ash, pour them onto bottom grate of grill. Adjust vents as needed to maintain an internal temperature of 400°F to 450°F. Place top grate on grill. (If using a gas grill, preheat to medium-high [400°F to 450°F].)
Melt 3 tablespoons butter in a small skillet over medium-high. Add garlic; cook, stirring constantly, 30 seconds. Carefully add sherry and vinegar; cook, stirring occasionally, until reduced to about 1/4 cup, 8 to 10 minutes. Reduce heat to low. Add remaining 3 tablespoons butter, stirring until butter melts. Stir in parsley.
Arrange oysters on a rimmed baking sheet; top each oyster with a scant 1 teaspoon butter mixture. Place oysters on unoiled grates. Grill, covered, just until oyster juices begin to bubble vigorously, 3 to 4 minutes. Serve warm with parsley and lemon.