Prepare the Oysters: Gently steam the oysters for about 1 minute, until the shells open easily. Open the shells, remove the oysters, and strain and reserve their liquid. Set aside the deeper half of each shell for assembly.
Make the Leek Confit: Cut the leeks in half lengthwise and rinse thoroughly under cold running water, separating layers to remove grit. Slice thinly into half-moons. Melt the butter in a skillet over low heat. Add leeks and cook slowly and gently, stirring occasionally, until very soft and almost falling apart. Season with salt and pepper to taste.
Prepare the Champagne Sabayon: Combine the egg yolks and Champagne in a heatproof bowl. Set the bowl over a saucepan of gently simmering water, ensuring the bottom does not touch the water (bain-marie). Whisk vigorously until the mixture is pale, foamy, and light, taking care not to scramble the eggs. Slowly drizzle in melted clarified butter while whisking continuously. Season with salt, a dash of Tabasco, and a squeeze of fresh lemon juice.
Assemble and Broil: Set the oven to broil with a rack near the top. Arrange reserved oyster shells on a sheet pan (or use a Madeline pan as a clever baking hack). Spoon a little leek confit into each shell, top with an oyster, and spoon the sabayon over each. Broil on the top rack just until the sabayon is lightly browned (watch closely), or use a kitchen torch to brown the tops. Serve immediately.