That is true. Canola or Vegetable oil have a smoke point of 400 degrees, I doubt you will be getting your smoker that hot. Olive oil on the other hand smokes at around 325. So I do not recommend Olive Oil for seasoning nor for high temp cooking as olive oil gets a pungent taste we it is burned or reaches its smoke point. If you want to be super cautious go with Safflower oil, it has a smoke point of over 500 degrees.
I just used vegetable oil as well. Just watch the temp. If you get it too hot, the oil will burn (ie: ignite and actually burn). At least that is what someone told me once![]()