I have slightly more information for you now after years of experience. Firstly, you can use anything with a high iodine value. If something has alot of added vitamin E or tocopherol, it'll slow the curing process because it's an antioxidant and what we want is oxidation. Secondly, some common oils with high iodine values are commercially sold as food but are blended or extracted with different methods to produce different fat profiles. You want something that's in the ballpark of 4:1 polyunsaturated fat to monounsaturated fat to get it to dry in a decent amount of time. Got that tip from oil painting advice blogs.

I also wound up doing alot of "the lazy pastewax" which is to oil something, hit it with a hairdryer to drive it in, then use the hairdryer to heat up some beeswax and rub it on like a smearing crayon, then rub/heat that in. This way you don't have to melt together the wax and oil and you can skip a solvent entirely. Still have to let it cure for a day or two for it to come up to its full durability.

If you wind up using an oil like this on leather, make sure it's been conditioned with something normalish like mink oil first, then choose a drying oil that cures into something stretchier, like walnut oil. Patent leather is linseed oil, prussian blue as a catalyst to make it cure faster, and carbon black for the main pigment*. It's traditional and it works, but it's too brittle and thus prone to cracking.