Hi Nathalie,
I have responded to this question where you asked it on another board. The short answer is that oats could be infused in oil whole in a warm bath, or blended in a blender with oil repeatedly over the course of 8-12 hours and strained with fine muslin to create an infused oil. You could also infuse whole, rolled or steel cut oats in oil using the cold extraction method.
Warmly,
Benna