Not oil, but an interesting use described by M, a Hidatsa Indian woman, mid-10th century near the Mandan villages on the Missouri river...
From _Buffalo Bird Woman’s Garden_
'Sunflower-seed Balls
Sunflower meal of the parched seeds was also used to make sunflower seed balls; these were important articles of diet in olden times, and had a particular use.
For sunflower-seed balls I parched the seeds in the pot in the usual way, put them into a corn mortar and pounded them. When they were reduced to a fine meal I reached into the mortar and took out a handful of the meal, squeezing it in the fingers and palm of my right hand, This squeezing it made into a kind of lump or ball.
This ball I enclosed in the two palms and gently shook it. The shaking brought out the oil of the seeds, cementing the particles of the meal and making the lump firm. I have said that frosted seeds gave out more oil than seeds from the big heads.
In olden times every warrior carried a bag of soft skin at his left side supported by a thong over his right shoulder; in this bag he kept needles, sinews, awl, soft tanned skin for making patches for moccasins, gun caps, and the like. The warrior’s powder horn hung on the outside of this bag.
In the bottom of this soft-skin bag the warrior commonly carried one of these sunflower-seed balls, wrapped in a piece of buffalo heart skin. When worn with fatigue or overcome with sleep and weariness, the warrior took out his sunflower-seed ball, and nibbled at it to refresh himself. It was amazing what effect nibbling at the sunflower-seed ball had. If the warrior was weary, he began to feel fresh again; if sleepy he grew wakeful.
Sometimes the warrior kept his sunflower-seed ball in his flint case that always hung at his belt over his right hip.
It was quite a general custom in my tribe for a warrior or hunter to carry one of these sunflower-seed balls.
We called the sunflower-seed balls mapÃ, the same as for sunflower.
Sunflower meal, parched and pounded as described, was often mixed with corn balls, to which it gave an agreeable smell, as well as a pleasant taste."
Spence