I would be careful with stuff you buy at the grocery store. I once used Walnut oil from Safeway and had a nasty reaction. At first I thought that I was allergic to walnut oil but when I ran out of sesame seed and needed some other oil ASAP, I used some walnut oil from Research Lab Supplies that I had ordered previously and I never had any problems.
Then again, I have used Peanut Oil from Safeway many times and never had a problem with that. If you are going to use oil from the supermarket make sure that you get a very plain oil, nothing that says "roasted" or flavored.