Angels on Horseback Angels on horseback, a British appetizer made with oysters that have been wrapped in bacon and cooked. Grilled Oysters Raw oysters not your thing? Try grilling them! Serve with lemon juice, butter, parsley sauce. Mignonette Sauce for Oysters A classic accompaniment to raw oysters, mignonette sauce made with shallots, vinegar, and white pepper. Oyster Stew A creamy holiday oyster stew with oysters, milk, butter, onions, celery, parsley, and a dash of Tabasco.