Frozen creamed spinach: Birdseye frozen creamed spinach or your favorite brand are also options. You can make your own creamed spinach if you've got a favorite recipe.
White wine: I use white wine because I always have a bottle on hand. Many oysters Rockefeller recipes use Pernod or absinthe. They can be used as substitutes.
Parmesan cheese: Substitutes include Pecorino Romano, Asiago, or Grano Padano.
Variations
Cheesy: Add fontina, mozzarella, or blue cheese.
Smoky: Add cooked and chopped bacon or pancetta for a touch of smokiness.
Spicy: Sprinkle with red pepper flakes or add a dash of hot sauce to the baked oysters.
Seafood upgrade: Add a small peeled and deveined shrimp or lump of crab meat to the oysters just before baking.