There is actually quite a bit of argument over whether or not Bearnaise sauce or Hollandaise sauce is used to make traditional veal oscar. From what I have found out it seems that Hollandaise sauce is the preferred choice of food connoisseurs.
Hollandaise sauce is much tastier in my opinion and much easier to make than Bearnaise sauce. In its simplest form all you need is eggs, butter and fresh lemon. Anything else you add to Hollandaise sauce just takes away from the authenticity of the dish in my opinion.
I suggest trying both and see which sauce you feel has the better flavor.