I figured it out.

There is a bug in OSS when the config file is saved. It tries to write a 2nd line for more windows to open, but this gets screwed up. But you can easily edit it to open all the windows your little 8bit heart desires:
This is not an exhaustive list, but most of what you might want open:
OpenWins = 55 ; main control
OpenWins = 50 ; tracker editor
OpenWins = 53 ; information
OpenWins = 5 ; song sequence
OpenWins = 21 ; blocks window
OpenWins = 81 ; instruments list
OpenWins = 6 ; block properties
OpenWins = 54 ; set tempo
OpenWins = 2 ; song volumes / track mixer
OpenWins = 51 ; bar scope
OpenWins = 52 ; silly scope
My Example:
OpenWins = 52,51,6,55,21,5,81
OpenWins = 54,53,50
Be sure you are not repeating a number/window. I did this:
1. Open everything you want and snapshot the screen, save the config.
2. Re-open OSS and figure what's missing. Add the missing windows from the list above. Save. Re-load
WhaLa!