I don't know what the Trains for London Website is, but as above all three Underground stations at Heathrow sell Oyster and all manner of Transport for London ticket products.
Heathrow to London Bridge involves one change: Piccadilly line from the airport to Green Park station, alight there and ignore the signs in the station. Instead take the escalator up to the ticket hall and another back down to the Jubilee line platforms for a train towards Stratford. Alight at London Bridge station, where there are escalators from the platform to ticket hall and street level.
I suspect that the OP has looked at the tfl site and read the page about Visitor Oyster cards. It specifically says there that you can't buy one in London but that you can buy them in advance at both Gatwick and Stansted and on Eurostar. Of course it doesn't mention that you can get ordinary Oysters almost anywhere in London, including Heathrow.