Preheat the oven to 400 degrees F.
Drain the oysters and liquid through a fine mesh strainer. You should have 3 cups of oyster liquor, if not add enough clam broth to make up for the difference. In a large saute pan, melt the butter over medium heat. Stir in the flour and cook for 4 minutes. Stir in the onions and cook for 2 minutes. Stir in the anchovy paste, garlic, watercress, and spinach. Season with salt and pepper. Cook for 1 minute. Stir in the oyster liquor and bring the liquid up to a boil. Reduce to a simmer and continue to cook for 8 to 10 minutes or until the sauce is thick. Remove from the heat and stir in the Herbsaint. Reseason with salt and pepper if needed. Spread the rock salt evenly over a large sheet pan. Arrange the oyster shells on the baking sheet. Place the oysters back in their shells. Season the oysters with salt and pepper. Place a heaping spoonful of the filling on top of each oyster. Using the back of the spoon, gingerly pat the filling into the shell. Sprinkle the top of the oyster with the grated cheese. Place the baking sheet in the oven and cook for about 15 minutes or until the sauce is golden brown and the oysters have curled. Remove from the oven and serve on a large platter. Serve the oysters with fish forks and fresh lemons.