http://tesivpositive.animolious.com/?page=oblivion_ini_tweaks includes some ini tweaks, including a tweak that can give you more subtle HDR in interiors. Scroll down to the place where it says "~GEkko64's Suggested Lighting Tweaks "for reasonable HDR":" it shows two lines you can edit, and provides suggested values, I'd try the values given first, and if they prove unsatisfactory to you, then lower or raise them based on your own preferences. It seems to have worked fine for me so far, but only by trying it out yourself can you be sure if it woks for you.
I hope that helps.
Just tried these two and it improved a bit.
[BlurShaderHDRInterior]
fBlurRadius=5.0000 (default 7.0000)
fBrightScale=1.2500 (default 2.2500)
I figure lowering these too much woud probably make something else look bad. On the interiors, it is these darn candles that really brighten things up too much. I think their light needs to be more subtle.