Put the bones on a pan and roast until marrow is loose and soft, but not melted, about 20 minutes.
Meanwhile, combine parsley, shallots and lemon zest in a bowl.
In another bowl, whisk lemon juice, oil and mustard. Season with salt and pepper, to taste. Toss the parsley and dressing together just before serving.
Arrange bones on a platter family-style with parsley salad on the side, slices of toast and a ramekin of salt. To eat, loosen the marrow with a small fork or knife, spread on toast and top with a pinch of salt and parsley salad.