I use BD's 18g 1.5" 0.5um filter needles. There are various opinions on whether they're required or not, even among physicans. I use one needle for 4 or 5 ampoules, then put the oil in a sterile vial. Using them gives me a piece of mind, so why not?
For those who are wondering what these "filters" are:
see https://en.wikipedia.org/wiki/Syringe_filter
Drawing thick, pharma-grade oils with the 18g filter is slower than a real 18g needle, feels like 20g or 21g. Not too bad, though.