Melt butter in a small saucepan. Stir in plain flour and cook for 2 minutes.
Gradually add hot milk and stir over medium heat until mixture boils and thickens. Add salt and pepper and a pinch of cayenne pepper to taste.
Simmer the sauce gently for two minutes stirring occasionally. Stir in cream. Remove from heat. Drain juice from 24 oysters in shells and add juice to sauce.
Arrange oysters in shells on a grill tray. Top oysters with a teaspoon or more of hot sauce and sprinkle with grated cheddar cheese or parmesan cheese.
Place under a pre heated grill for a few minutes or until lightly browned.
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