Interesting idea. Oils are highly saturated triglycerides - one glycerol molecule joined to 3 fatty acids by an ester bond. But, if you want to polymerise it, I'm wondering what bit makes the actual monomer? Ie, the bit that gets repeated.
Is it part of the triglyceride (lose a fatty acid, join di-glyceride molecules with ester bond?) or the cyanoacrylate (see wikipedia for polymerisation).
As the cyanoacrylates polymerise in the present of water (or hydroxide ions), it seems that mixing it with an oil will keep it in its monomer form. If you paint it onto something, will the cyano acrylate polymerise much more slowly, and form the lacquer finish?
Any chemists out there?