A big consideration is the smoke point of the oil you want to use. You'll be cooking this in a skillet, so the smoke point of the oil becomes important. The best oil you can use is avocado oil. It's light in flavor and has a smoke point of 520 F. Smoke points for other oils are: Coconut oil - 350 F. Grapeseed oil - 420 F. Sunflower oil - 450 F.