Oil? never tried it my self but I would tend to think it wouldn't be too hard, you'd just need a fine enough durable mesh screen so it didn't simply just drain through, you might want to use a bed of kief or ground bud as a bed, and then drip the oil on top of that.
As for a purer method, wouldn't an atomizer like that on an electronic cigarette do better at this? I think you could find a way to insert the oil perhaps via syringe into the cartridge there has to be a mating port on it somewhere.
Oil or hash (which will also gum up a screen) is best vaped on a bed of herb, or a piece of cotton. Hash needs to be shaved or finely chopped for proper heat penetration.