In another pan, mix together the cream and the Bleu d'Auvergne. Bring to a boil for 2-3 minutes, then remove from heat. Add the oyster juice, and fold this mixture gently into the egg yolks. Put the oysters on top, and cover with the sauce. Put them under the grill for 5 minutes so that the mixture becomes golden brown.
Oysters are at their best in the winter months.
The French traditionally eat them as part of their Christmas and New Year's celebration. This recipe is good at other times as well. You may also substitute a Roquefort cheese for the Bleu d'Auvergne.