The Tricolours were on the wrong end of a number controversial calls from the bunker, in particular a Daniel Tupou try which was turned down to an apparent lack of downward pressure.
But when it mattered most the Roosters' lack of composure cost them. They led early through a try to Mitchell Aubusson in the third minute, before Valentine Holmes responded three minutes later.
With the Roosters left-side defence struggling, Jack Bird scored the Sharks second try in the 19th minute, the visitors exploiting a 12-man Tricolours after Blake Ferguson was sinbinned in the 14th minute due to a professional foul.
Watson stepped past Chad Townsend and sprinted away to bring the Roosters level at 10-all in the 27th minute.
But it was the Sharks who finished the first half the stronger, Luke Lewis crossing untouched from a short ball from Townsend for Cronulla to lead 16-10 at the break.
The visitors' lead blew out to 26 points midway through the second half through Feki's first try in the 48th minute and a Chad Townsend 54th minute four-pointer.
The Roosters fought back to 26-20 on the back of tries to Copley and Tupou with nine minutes to play. But as they have done consistently through their winning streak the Sharks held firm at the death.
Cronulla had four players backing up from State of Origin and were missing Andrew Fifita through injury.Sharks coach Shane Flanagan wasn't impressed with his side's effort.
"We were off our game," he said.
"We made some crazy decisions defensively and some crazy decisions offensively.
"It wasn't us but we showed true grit to stick in there and get the points.
"Winning creates that culture. I'm not happy with the way we defended and turned the ball over but you are going to have those days."
Roosters coach Trent Robinson declined to be drawn on the decision to overturn Tupou's try.
"I honestly don't want to go into it. I have said enough already," he said.
"It is no use going into it. We conceded 32 points and made some errors that cost us.
"I thought there was some great attack from us. There were lots of options and lots of play, Connor Watson added quite a bit.
"We had some really good D and some really bad D that cost us points."
- AAP