He said that Morsi "owes every martyr ... all those who died so that our country becomes free and democratic."
Addressing the crowd, el-Oleimi said: "You are the titan that scares every ruler. ...You are the titan that will bring anyone down if they don't bring justice for the martyrs."
An Egyptian rights group on Tuesday criticized the country's new leadership for failing to prosecute those behind the violence.
"A whole year later, the real perpetrators who gave the orders to commit these crimes haven't been brought to justice," the Egyptian Initiative for Personal Rights said.
A military court convicted three soldiers of involuntary manslaughter and sentenced them to two years in prison, a punishment the group described as "flimsy." It said authorities shelved an investigation into the shooting of 11 other protesters.
The military had defended its actions during the protest, saying at one point that the crowd "instigated" the violence. One soldier was killed in the protest.
The crackdown marked a culmination of a series of sectarian attacks against Copts, during which Baghat said the military's security agents "either stood by passively or actively participated" in them.
The Oct. 9, 2011 rally began as a peaceful protest against attacks on churches, which escalated after the fall of Mubarak, but turned into a melee as soon as the protesters arrived near the state TV building. Military police fired shots in the air to disperse the crowd of thousands, attacking some with batons to turn them back.
Then armored vehicles wildly sped into the crowd, driving back and forth over more than a dozen of protesters, killing 15. Another 11 people died of gunshot wounds.
Tantawi and his chief deputy were both awarded Egypt's highest medal by Morsi recently, prompting criticism that they may be exempted from prosecution.
But an attempt is being made to bring them to trial. Lawyer Hani Ramsis said a complaint was filed Monday to the civilian prosecutor against Tantawi and other members of the military council over the deaths. Complaints also were filed against state TV officials for incitement against Copts, he said. During the violence, aired live, at least one state TV broadcaster called for Egyptians to help because Christians were attacking soldiers.
Ramsis said prosecuting the generals may be easier now that they are no longer ruling the country.
"They (the generals) are now regular civilians," Ramsis said. "Before, the military used to try its own people. And how can that be if they are party to the case?"
At the rally, 32-year old Sama Kamal, said she was skeptical Morsi would bring the generals to trial but that public pressure will continue.
"We are just making our loud voice heard," she said. "We are letting him know we remember our martyrs and we will make sure they get retribution."