Oil Rogue is actually my favorite deck, and the deck I've used the most since starting. Which, in fairness, isn't very long. But I do have about a 70-80% win rate with it!

So here are my tips:

Preparation is an absolute MUST. 2 of them. Even if you only opt to using 1 Sprint. Personally I like using 2 in case of a tough match where I accidentally over commit too soon. And it takes oil down to 1 mana while activating combo.

Don't throw all your buffs on one weapon unless it's for lethal. Use your buffed weapon as mainly removal.

Blade flurry is a godsend, too. I played for a bit without it, but one I got it my win rate shot up. A good combo for that is Prep, Oil, Hit face, Flurry. They take both hits from your weapon and you, 9 times out of 10, clear their board.

I only run 1 fan of knives, some people opt to run 2. Really good to have 2 if you have cheap spell power. Like Thalnos or Kobold.

All spells are removal unless it's lethal. Including SI-7 Agent's Combo damage. You want them to have an empty board at all times.

My ideal first hand is Coin, Backstab, Deadly Poison, Southsea Deckhand, and draw into Violet Teacher. First turn coin, weapon up. Turn 2 Poison, deckhand. Backstab for cheap combos or Violet Teacher fuel.

Speaking of Violet Teacher, she's amazing. Always ensures someone gets the +3 buff from oil. And all the 1/1's add up.

I only run one sledge belcher. You can run 2, there were situations where I wanted to run 2, but I favored more spells. Personal preference. If you play oil right you should mainly need only one.

Azure Drakes are a must.

Antique Healbots are a must.

That's all I can think of for the moment. I'll provide a decklist if anyone is interested.