Oil can sometimes ignite in pan and that scares me initially just thinking bout it. Or just at high temperatures it gets in the air. Since oil is a processed food, we humans really stay away from oils in my place. Maybe a bit with lemon just drizzled on salads, oriental foods after cooking the veggies or eggs occasionally . I keep usually about 6 oz in the fridge of olive or sesame oil to mix with mustard on a sandwich that looks dry, like that, the bird gets his oils in his pellet feed, or in edemame beans he likes in a boiled pod. I stir fry in water sometimes with some juice added and watch the pan carefully, stirring tofu while searing it really well. Things will brown that way.
I heard a lady put veggies into avocado oil to deep fry in the kitchen and one of her parakeets started squaking like an alarm going off in the living room next to the kitchen. The other parakeet was sort of draped over a perch, looking awful, when the owner looked in. There was a third bird also. She got all birds to the vet, one died and one stayed at the hospital for several nights, one came home again and seemed fine all around. Probably high temp oil isn't good for any of us, and we humans can fill up on olives for instance that have protein along with fiber, etc. Cooking is fun, but making it simple means less clean up and less dangers all around.