I'm wondering if by cooking oil you mean actual oils or whether you're referring to extracts (like vanilla, almond, etc).
If you mean oil: you can burn the everloving crap out of yourself.
If you mean extract: the flavors in most baking extracts are about a quarter of the strength of the flavorings used in ecig juices, and are typically in an alcohol-based carrier, plus they have coloring. It'll gunk up most PVs pretty fast, and you just won't get the flavor you're seeking.
If you're new into this, I strongly advise starting out by ordering eliquid/juice from a good vendor, and save experimenting with your own homebrewed concoctions until later. When you DO get around to homebrewing your own stuff, before you even think about starting, spend at least two weeks reading the DIY forums here on ECF and learning how to do it and what you need.