Roast marrow bones, marrow side up, in a 400°F oven for 20 to 30 minutes, or until marrow separates from bones and sizzles at the edges. Scoop marrow into a food processor (making sure there are no bone bits) with garlic and purée until smooth. Lightly salt to taste and set aside.
Place oysters on a baking sheet, using coarse salt to hold them in place. Alternately, stabilize them over the cups of a muffin tin. Heat oven to 500°F.
Add about 2 teaspoons of the marrow mixture to each oyster, top with a heaping tablespoon of cheese and about 2 teaspoons of pistachios. Place in oven for at least 5 minutes, or until the cheese is melted and oysters are sizzling. Transfer to a platter and garnish with a few drops (no more than ¼ teaspoon) of Sherry vinegar and serve hot. Serves 4 as an appetizer or 2 as an entrée.
