The Windsor Court Grill Room invented this very unusual baked oyster dish some years ago. After a few changes of chefs, managers, and owners, the memory of the dish has departed from their kitchen. Thank goodness we did this one on one of my television features. It’s one of the most unusual of the many baked oyster dishes in New Orleans. The sauce is rich with cheese, sharp with horseradish, and crusty with bread crumbs. Although the classic restaurant way to serve this is on the shells, it