You'd need to inject a LOT of heavy oil into your vein to cause any kind of problem. If you inject a small amount of oil-based prep into a vein, you might feel a little 'hiccup' between 8 and 40 seconds later when the thick oily blood passes through the heart's left ventricle and into the aorta... nothing to really worry about.
If you injected THROUGH a vein, you're alright - worst you'll have is a little bit of internal bleeding which would lead to a small hematoma. If you're using 21Gx1-1/2 needles, there probably won't be much of a hematoma anyway. If anyone asks, tell them you bumped your quad on a coffee table, hit your shoulder on a shelf accidentally, or tripped over (whatever pet you have) and banged the upper third of your ass. Although, if someone's looking at your ass, you probably won't have to explain what the bruise is doing there... ;0)
-M