Drain oysters, reserving liquor. Mix cracker crumbs with melted butter and place 1/3 in bottom of a greased baking dish. Cover with half the oysters. Sprinkle oysters generously with pepper. Add another layer of cracker crumbs and place remaining oysters on top.
Sprinkle with more pepper. Make sauce by combining cream, oyster liquor, parsley, and Worcestershire sauce and season to taste with salt. Pour sauce over oysters and top with final layer of cracker crumbs. Bake in a 350° oven for 40 minutes. Serves 4.