I used good quality canola oil. Reason I chose canola oil is mainly because it was recommended by the more experienced guys on the forum. I slightly heated the CC, squirted it in the CC using a small PET bottle where I had poked a hole in the cap with a nail (again, tip from forum guys), then wiped excess off and raised the temps to max.
For the next rig I probably choose flaxseed oil, as it seems to be very good for seasoning e.g. cast iron skillets. There's a good (somewhat scientific) article on why it's good here
If (when) I switch my cooking grates to cast iron I will definitely season them in the oven using the technique described in the article.