In Hinduism, it is a practice to offer oil to Shani Dev usually mustard oil. This belief has a story behind it.
According to Hindu scripture Ramayana, at the time when the bridge was constructed between Rameswaram and sri Lanka by Lord Ram’s army, Lord Hanuman took the responsibility for the security of the bridge so that enemies could not destroy it. But one day when Lord Hanuman was sitting under the tree and offering prayer to Lord Rama, God Shanidev came near him and said,” I am the most powerful God and I want to test your strength. Open your eyes and fight with me if you can.”
Shanidev could not bear the excruciating pain so he requested Lords Hanuman to stop and promised that he will never repeat this mistake again.