Prepare Charcoal Grill for direct high heat cooking at 550-600⁰.
Season NY Strip steaks with Kosher Salt and Ground Black Pepper on both sides.
For hollandaise sauce: Set up double boiler over medium heat or use small pot with a metal mixing bowl. Combine egg yolks and lemon juice and whish until frothy.
Place over double boiler and slowly whisk in melted butter a little at a time careful not to cook the eggs. Mixture will begin to thicken after a few minutes of whisking. Add cayenne pepper and a pinch of salt and keep warm until ready to serve.
In a separate bowl add 3 Large Eggs, milk, hot sauce, and a pinch of salt and black pepper. Whisk to combine and marinate raw oysters in mixture for up to an hour in the refrigerator.
Sear steaks on grill grates about 3 minutes per side or to your desired doneness. For perfect grill marks rotate steaks after 1 ½ minutes on each side.
Rest steaks for 5-10 minutes.
Place fish fry mixture in a small bowl, drain the oysters one at a time, and bread in the fry mixture.
Fry oysters in 375⁰ peanut oil for about a minute or until golden brown. Drain on paper towel lined platter.
Add crumbled blue cheese to warm hollandaise sauce gently stir to combine.
Place Strip Steaks on serving platter and top with fried oysters. Drizzle blue cheese hollandaise over the top and garnish with parsley.