Yes, you can mix sesame oil with coconut oil. But, understand that each oil is different and gives a different experience to the body. Coconut oil has a cooling effect on the body and is generally preferred in the summer season. The cooling effect of coconut oil is also used by those who are generally hot, or have pitta dosha. Sesame oil has a warming effect and is used during cold seasons. Mixing both the oils are completely fine, but make sure to be wary of the temperature settings, both of your body and the surroundings.