Yes, you can give them vegetable oil. Only a little bit though. Some people do 50/50 olive oil and vegetable oil. 1/2 teaspoon per day per ferret is what I do, if they're shedding, I'll up it to 3/4 - 1 teaspoon a day. They LOVE it
They'd probably eat it all day if they were given the chance, that would probably make them sick though!