Make the bloody Mary mix: In a small pitcher, whisk together the tomato juice, Worcestershire, Old Bay, celery seed, horseradish, Tabasco, lemon juice and pepper.
Place 1 oyster in each of 12 shot glasses and top with 1 ounce of bloody Mary mix and 1 ounce of sake. Serve immediately. Transfer the leftover bloody Mary mix to a covered container and keep in the fridge for up to 1 week.