Purchase already shucked oysters, keep them refrigerated until you are ready to serve. In a bowl mix the ketchup, lemon juice, and horseradish. Season with salt and pepper and refrigerate until you are ready to serve.
Season both sides of the steak generously with salt and pepper. On a grill or grill pan over medium-high heat, cook the steak until your desired doneness (see below) using a thermometer. Transfer to a plate to let rest.
Add the oil to the same pan over medium heat, then add the mushrooms and garlic and saute for 2 - 3 minutes. Then add the heavy cream and cheese; simmer until the sauce starts to become thick, 5 minutes. Add the butter and season with salt and pepper to your desired taste.
Slice the steak against the grain and serve the sauce over the top with toasted bread on the side. Garnish with parsley and serve the raw oysters on the side with cocktail sauce and lemon wedges.