Drain the oysters and liquid through a fine mesh strainer. You should have 1/2 to 1 cup of oyster liquid. In a large sauté pan, melt the butter over medium heat. Stir in the flour and cook for 4 minutes. Stir in the onions and cook for 2 minutes. Stir in the spinach. Season with salt and pepper. Cook for 1 minute. Stir in the oyster liquid and bring to a boil. Reduce to a simmer and continue to cook for 8 to 10 minutes or until the sauce is thick. Remove from the heat and stir in the Sambuca. Re-season with salt and pepper if needed. Arrange the oyster shells on a tin-foil covered baking sheet.

Place the oysters back in their shells. Season the oysters with salt and pepper. Place a heaping spoonful of the filling on top of each oyster. Using the back of the spoon, gingerly pat the filling into the shell. Sprinkle the top of the oyster with the grated cheese.