Combine butter, Worcestershire sauce, and lemon juice; mix well and set aside.
Layer half of oysters in a lightly greased 1 1/2-quart baking dish. Spoon half of butter sauce over oysters; top with half of parsley and breadcrumbs. Repeat layers. Bake at 375° for 20 minutes or until hot and bubbly. Pour sherry over casserole, and serve immediately.