Paula Dean's brother, Bubba, does a version of this at his restaurant. I loved the idea and changed it slightly to make it my own. Hot sauce is a staple on the tables in just about every restaurant in Savannah. I prefer preparing the oysters on a charcoal grill because of the smoky flavor it will give the oysters but you can use a gas grill or indoor grill pan too. Bobby prefers preparing the oysters on a charcoal grill because of the smoky flavor it will give the oysters but you can use a gas grill or indoor grill pan too.