I think you can also use regular baby or massage oil. Will try...
How do you work the oil? Is it just aplied before shave, and the soap worked over it, or you have to work the lather, then aply to your face?
I tryed some oil a year ago, and worked the lather (from Nivea paste, or maybe a gel) with a boar brush, but the lather just didnt come right, and the brush was pain to clean after.