How to Make It
In a medium saucepan, heat 2 tablespoons of the olive oil. Add the onion, garlic, chiles, bay leaf and a generous pinch each of salt and pepper and cook over moderate heat, stirring occasionally, until softened, about 5 minutes. Add the sherry, vinegar, honey, lime zest and juice, lemon zest and 3 tablespoons of the lemon juice. Bring to a boil. Transfer to a heatproof medium bowl and immediately add the oysters along with their liquor. Let the oysters cool completely at room temperature, then refrigerate until chilled, about 1 hour.
In a medium bowl, toss the frisée and radicchio with the remaining 1/2 tablespoon each of olive oil and lemon juice and season with salt and pepper. Serve the oysters with a little of their pickling liquid on grilled bread, topped with the frisée and radicchio.