Preheat your oven to 350°F (175°C).
In a saucepan, melt the butter over medium heat. Add the crushed crackers, stirring until golden brown.
In a separate bowl, combine milk, Worcestershire sauce, salt, and pepper. Gradually add this mixture to the saucepan, whisking continuously until it thickens.
Place a layer of fresh oysters in the baking dish and pour the buttery cracker mixture over them.
Repeat the layers until all ingredients are used, finishing with a layer of the cracker mixture.
Sprinkle paprika over the top for that extra burst of flavor.
Bake in the preheated oven for 25 minutes or until golden brown and bubbly.