Step 1Heat the oven to 350 degrees.
Step 2Butter a 9-inch by 5-inch baking dish and cover the base with a thin layer of crumbs, about 1/3 cup. Drizzle 3 tablespoons oyster liquor over the crumbs and cover with a layer of oysters. Season the oysters with a pinch each of salt and pepper.
Step 3Cover with another 1/3 cup cracker crumbs and drizzle over half of the melted butter. Add a second layer of oysters, then top with the remaining crumbs.
Step 4In a medium bowl, whisk together the egg and milk, then pour the mixture over the crumbs. Drizzle over the remaining butter.
Step 5Bake until the oysters are firm and the edges are golden-brown, about 30 minutes. Remove from heat and cool slightly before serving.