I would say not to use any oil. it may not have any effect on the mash, but it could possibly kill the head retention of the final product.
Need to do some more research on it but i do know that oils can kill the read retention in a beer, main reason to not use real nuts in a beer too.
"Yes, I am a pirate two hundred years too late. The cannons don't thunder there's nothin' to plunder,
I'm an [under] forty victim of fate, Arriving too late, arriving too late."