Preheat a gas grill to high. Place rock salt in a saucepan, and place on grill until heated through.
Place oysters curved side down on grill. Cook until beginning to open, about 6 minutes. Using tongs, remove from grill and remove top shell.
Divide the barbecue sauce between 6 of the oysters. Divide the compound butter between remaining 6 oysters. Return to grill until heated through, and butter is melted.
Spread rock salt onto a serving platter. Arrange oysters on salt. Garnish with lemon wedges. Serve immediately.