With due respect to Mr. Rockefeller, Cajun/Creole Oysters Bienville reign supreme in the baked oyster world!
Try oyster mignonette sauce. It’s the other cocktail sauce with a more delicate flavor. Start with the “mother sauce”, then tweak it for perfection.
James Beard of culinary award fame was not a fan of cocktail sauce. In fact, he called it “the red menace”. Regardless, a great cocktail sauce belongs in the repertoire of any home cook.