Thats a tough situation you are in. Personally, in H2H formats like yours I downgrade the elite closers a bit too. Dont get me wrong - I ALWAYS have 5 closers playing everyday if possible, I just dont go after the "elite". The reason that the elite closers are downgraded is because their ERA and WHIP, while valuable over an entire season, I perceive to be less valuable one week at a time.
If I were you I would be going after position players or SP - depending on need - that are currently underperforming. Out of the guys you mentioned above, I see Oswalt, RJ, and Delgado to be too expensive for one of your closers straight up. That leaves Prior, Renteria, and AJones. Id be careful of trading for Prior right now.
In a 10 team h2h5x5 league I am in someone was in a similar situation - he overdrafted closers early and ended up with Gagne and Rivera. Last week he was able to deal Gagne and Koch for Thome - and I personally think he got the better end of that one.