Both Oracle and Pyramids are very doable with Industrious - at least on Monarch. Usually you have a good chance of either stone or marble so one will be cheap. My standard start with an Industrious leader on Monarch is:
- Build worker, warrior, settler, worker, settler in capital
- Settle three cities. All will be production cities initially. Try to get copper in one and either stone/marble in other. Once I got both stone and marble.
- Research BW, either ag or ah depending on resources, masonry, mysticism, polytheism and priesthood.
If I have stone, my three cities build Stonehenge, Great wall, Oracle and Pyramids. If I have marble my three cities build Parthenon, Oracle, Temple of Artemis and Pyramids. Usually I get all of them, occasionally I miss one but I get a lot of gold for the hammers invested. Note that I wouldn't be trying for CS with the Oracle - either COL or Metalcasting (good for industrious leader).
I miss out on the land grab, but having three strong production cities and excellent research from the pyramids positions me very well to raise an army around catapults.
It is a semi-risky strategy though - you need either great wall to deal with barbs, or rely on the huge amounts of culture you will generate to fogbust. A lot of the time the AIs will fogbust for you though.
The other problem is that you are militarily weak. On Monarch I finished all my wonders just in time for Alex to come calling. Luckily the AI at this point isn't too clever at warring and your cities are really hard to capture due to their culture. Your production cities can also raise an army quickly once they have finished their wonder building rush.