A wooden rolling pin can be greased with mineral oil or coconut oil. In fact, greasing your rolling pin can increase its longevity and keep the wood in good condition while retaining its shine. Apply a few drops of oil to a kitchen cleaning cloth. From there, rub it over the entire surface of the pin. Greasing it will also protect it from moisture and bacteria. It will also prevent the dough from sticking to the rolling pin. Do not oil the pin with vegetable oil, canola oil, or olive oil. These oils can be absorbed into the rolling pin, which will ruin your rolling pin over time.