The idea of the oil is great.
There is a lot with thermometry that is not obvious, and people are frequently annoyed by differences they see between readings using different thermometers or probes even if all of the thermometers are accurate.
I had complaints that the thermocouple probes for a data acquisition system I installed at one of the labs just had to be incorrect because the lab personnel were shocked at the readings they were getting from their various ovens. And they had "proven" that the probes or data acq system were bad by putting the probes from all of the ovens into just one of the ovens and then seen widely different temperatures recorded by them all.
I told them that they could NOT rely on putting the probes in one oven to get the probes to the same temperature because the temp would vary from place to place within the same oven. They couldn't believe it could be so far different.
When I came back to their lab to do an annual calibration of their systems and thermometers, I did a little experiment for them. I took the four thermocouple probes in question, and placed their four tips directly together, then wrapped this bundle tightly together with a length of thin copper wire. Then I placed the bundle of probes' tips into a machined aluminum heat block (part of a COD reactor), stuffed the back end of that cavity (an opening to accept a test tube) with some paper towel to insulate it all and hold the probes in place, and set that device for 150 degrees C. After the block and the thermocouples came up to a stable temperature, I let the data acquisition system record things for about a half hour. I was then able to show everyone who doubted the system that the four TCs all reported the exact same tempreature to within plus or minus one least significant digit of the system's resolution. In other words, they all showed the same temperature to within about seven one hundredths of a degree, and tracked with each other perfectly.
After that, the people there were forced to face the reality that their ovens had enormous variations in temperature even if the probes were placed only a few inches apart within the same oven.
So never be fooled into thinking that a smoker or probe or thermometer is "wrong" just because it doesn't match what another probe or thermometer says unless you have a very good way to assure that all of the thermometers in question are thermally coupled together very tightly.
Further, one of the things I have observed over the years is that people frequently see differences in thermometer readings in walk-in coolers, etc., and blame one or another of the thermometers or probes. But many factors are always at work to fool you.
One big difference between probes or thermometers is the thermal time constant of each thermometer or probe. Different probes react at different rates to changes in temperature. This is made even worse if the only thing coupling the different thermometers together is air. Most "temperature controlled" systems cycle up and down in temperature. Ovens switch on and off. Smokers do this, too. Refrigerators and walk-in coolers do it big-time! You can have temperature cycles of tens of degrees or more!
If you compare readings from various probes all at once, you can think that the probes are reading differently when in fact, they're just reacting to the changes in temperature at different rates.
You have to compare the average readings over time spans that encompass many cycles of the heating or cooling system to make much sense of things. And even then, it is difficult unless you have a data logging system so you can do numeric averaging, and look at graphs of temperature versus time, etc.
The oil is a good idea because it will help present all of the probes with the same actual temperature, and it should help average the oven's temperature fluctuations over a longer time which will reduce the effects of the time constants that your different probes certainly have.
I still like the idea of tying all of the probes' tip ends together tightly with something like thin, solid, copper wire, to make sure they're seeing the same point in the oil, too. You'd be surprised at the thermal gradients you'll have from point to point within a container of oil, too! For accurate thermometer calibration, you need a very tightly controlled stirred oil bath or a specially-built thermal block (usually aluminum or copper) to guarantee that the thermometer being tested is really truly at the temperature of the calibration system's reference sensor.
If all of the systems you're comparing have probes on cables, you can arrange a good experiment. If not, it makes things much more difficult. For example: I'd like to test the accuracy of the sensor that controls the heater in my new electric smoker. But that sensor is built into the back wall of the smoker. I could take the smoker apart so I can place that little probe into a good calibration system. But my other option is to find a way to couple a known reference probe to the smoker's probe while leaving it in place.
If I can put a small probe with a long enough heat-resistant cable on it inside the smoker, and run that cable out to the readout device, I can do it that way. But I will still need to directly couple the two probes together thermally. And I'll still have the differences in the probes' thermal time constants to deal with. I might be able to place the very tips of the two probes against each other and wrap that "array" carefully with some copper wire to tie them together physically and thermally. Then wrap that whole thing with some aluminum foil, then put some paper towel around them or something like that to insulate the "blob" and slow down the cycling seen by it. But I won't ever consider the test I get this way to be extremely accurate. At least not lab-accurate.
Still, with the probes tied together as well as is practical, I'd get a decent comparison. Probably good enough for smoker operation.
Sorry for the long-winded post, again, but this is a subject that occupies a lot of my time at work, so I'm kind of nuts about it.
Edit to add:
Even if you get your sensors and thermometers all accurately calibrated or their differences noted, don't imagine that this will somehow assure that your smoker will be highly accurate. It still won't be the same temperature in any two places at any given time. It just will not happen. Without some means to stir the air in the smoker, there will always be huge differences due to stagnation and the chaos of the air's convection currents. Dead air in corners, flowing air right above the heating element, interference in convection currents created by the meat... It all adds up to a setup that's not well controlled at all, unless you have a very fancy smoker.
Some of the commercial ones I see on TV have racks that rotate around inside of the smoker to try to keep things even. That would be great, but it's not a feature I see on our inexpensive home units. But there may be things we can do.
I'm still thinking about putting small stirring fan in a smoker.
That's the same at the Casper, Wyoming Sam's Club.
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