How to build a team around Ozzy?

I usually run him with nightingale and waver, but since riders have naturally high crit star absorbtion you can also run him with a jack or an okita. Double waver is also a given.

He could be a waver-lite to support almost any team with his attack buff and NP charge.
But if you want him to be main DPS, while we are waiting for the arrival of Merlin, the first choice is always waver. I think Hans could also be a good support. His crit damage buff and stars generation skill work well with his high star weight, and Ozy can also increase Hans' NP buff success rate.

Ozy is a pretty universal servant.

He has a high base attack, a single target Noble Phantasm and an Arts/Buster Deck. He can support himself with his third skill and Imperial Privilege to a certain level and Charisma never hurts. He also has a good NP Gain rate.

You can use him as semi-support or main DPS, it really is up to you.

He teams well with the usual supports (Nightingale -> Buster Support, Waver -> General Support), but especially well with servants that have chance based skills such as Nero Claudius who also has Imp. Privilege and, especially, Hans since Ozy's third buff also applies to Noble Phantasms.

TL;DR,

If you want to use him as main DPS, slap a Victor of the Moon or Limit Zero Over on him and pair him up with 2 of the following three who should have passive Critical Star CEs (like Fragments of 2030) on them:
Nightingale, Hans, Waver. (Again I personally suggest Hans/Nightingale)

If you want to use him as semi-support, his third skill is definetly his most important one so he only really helps Nero (I can't think of other servants who have chance based skills and are DPS').

Else you probably should try using him in a stall team that blocks Noble Phantasms, so probably David and Benkei would work? That is pretty niche however.