1. Preheat oven to 400°F and grease a baking pan.
2. Prepare the breading by mixing bread crumbs, Romano cheese, parsley, and garlic salt in a bowl.
3. Dredge each shucked oyster in flour, then dip into beaten eggs, and coat with the bread crumb mixture.
4. Arrange the coated oysters on the greased baking pan and drizzle lightly with olive oil.
5. Bake for 12-15 minutes until the oysters are golden brown and crispy.
6. While oysters bake, whisk together mayonnaise, sour cream, finely chopped jalapenos, milk, lemon juice, lemon zest, salt, and pepper to make the jalapeno mayonnaise.
7. Remove oysters from the oven once golden and crispy.
8. Serve hot oysters with jalapeno mayonnaise as a dipping sauce.
9. Store any leftover jalapeno mayo in the refrigerator for up to 3 days.
10. Enjoy your crispy oven-baked oysters with jalapeno mayonnaise as a delicious appetizer!