Heat a large skillet over medium. Add bacon. Cook, stirring occasionally, until crispy, 6 to 8 minutes. Add onion and garlic. Cook, stirring occasionally, until onion is translucent, about 5 minutes. Add kale or collards. Cook, stirring occasionally, until soft and tender, about 8 minutes for kale or 12 to 15 minutes for collards. 

Add butter to skillet. Cook over medium, stirring constantly, until melted, about 20 seconds. Add flour; cook, stirring often, 1 minute. Reduce heat to medium-low. Add whipping cream and Parmesan. Cook, stirring constantly, until mixture is thick and pasty, about 45 seconds. Remove from heat; stir in lemon juice, red pepper, salt, and black pepper. Transfer to a bowl; chill until mixture is cool and starts to firm up, about 30 minutes.

Preheat oven to 450ºF. Spoon 1 heaping tablespoon bacon-kale mixture onto each oyster. Pour rock salt on a baking sheet, and arrange oysters evenly on salt so they sit level. Bake until bacon-kale mixture is bubbly and golden brown and oysters have started to curl and are cooked through, 5 to 8 minutes. Remove from oven, and cool 5 minutes. Garnish with additional Parmesan, and serve with lemon wedges.