Combine cracker crumbs, butter, salt and pepper; sprinkle a third into a greased 1-1/2-qt. baking dish. Arrange half of the oysters over crumbs. Top with another third of the crumb mixture and the remaining oysters.
Combine cream and Worcestershire sauce; pour over oysters. Top with remaining crumb mixture. Bake, uncovered, at 350° for 30-40 minutes or until top is golden brown.