Oiling is a method I use for outside furniture, Usually I thin Boiled Linseed oil 50 % with turps and apply, let it soak in for a day or so and reapply, then after another couple of days use a full strength linseed oil. Once that has dried two or three coats of polyurethane gloss..
Lacquer wont take as well it is not oil based. Shellac should as to do French Polishing it is mixed with linseed oil.
Can't help with the other oils sorry.