Roy's Bayside Grill is located in Sandy Ground, right before you reach the large pier at the port.
Take the road towards Sandy Ground. As you drive down the hill, the salt pond will be on the right.
At the bottom of the hill, the road curves around to the right and just when it straightens out, there will be a a road that goes to the left, while the other part more or less goes straight ahead to the center of Sandy Ground.
Take the road to the left. It goes to the port and main jetty, as well as to Roy's. Roy's will be the last business on the right before going into the port facility; it has a small parking lot (and there is other parking on the other side of the street if needed).
The main port and jetty are used by the larger ships delivering goods to Anguilla. On most days, expect to pass many trucks parked on the road waiting to enter the port. Carefully drive past them.
Warning: Do not enter the port area.
Roy's has a web site with menus, photos and other details; there is also a Facebook page.
Here is the general location of Roy's:
A closer in view:
We couldn't resist a Google Earth shot which shows the salt pond and fork in the road nicely:
