1 sheet puff pastry dough, cut into nickel-size circles
5 slices smoky bacon, cut into half-inch pieces
2 tablespoons unsalted butter
½ cup finely diced celery
½ cup finely diced onion
½ cup finely diced carrots
3 tablespoons flour
4 cups cold heavy whipping cream
Freshly ground pepper
2 ounces Parmesan cheese, grated, plus more for garnish
Note: The filling mixture can be made a couple of days in advance and kept in the refrigerator.
Preheat oven to 400 degrees. In a small mixing bowl, beat egg and milk to create an egg wash. Place circles of puff pastry on a baking sheet and brush with egg wash. Bake until pastry is puffed and golden brown, 12 to 15 minutes. Set aside.
2. In a heavy-bottomed dutch oven over medium heat, cook bacon until browned. Using a slotted spoon, remove bacon and set aside; do not discard bacon fat.
Melt butter with bacon fat, then add celery, onion, and carrot. Cook until vegetables are translucent and soft. Remove from heat and sprinkle with flour, stirring to form a roux.
Return dutch oven to the stove over medium heat. Add the heavy whipping cream and whisk to combine. Season with pepper and a squeeze of lemon juice to taste. Simmer until mixture thickens, then remove pan from heat. Stir in Parmesan cheese. Set the mixture aside to cool to room temperature, then transfer to refrigerator to chill.
Preheat oven to 350 degrees. Arrange the oysters on a rimmed baking sheet. If needed, arrange some salt underneath the shells to keep them from tipping over.
Scoop a generous tablespoon of topping mixture onto each oyster and sprinkle with additional Parmesan cheese. Bake until the cheese is bubbling and golden brown, 6 to 8 minutes. (The edges of the oysters will start to curl up, and the oyster will puff up.) Remove from oven and top each oyster with a baked puff pastry round. Serve with lemon wedges.