I'm using olive oil and have had good results. In week 3 and have just posted a message that it is starting to straighten my teeth and make them harder and stronger.
I had the same issue with the olive oil making my teeth green but just rinse with salt and water straight after and it seems to take the green coating straigth off.
I've tried coconut oil and oddly didn't really get much benefit from it. The olive oil seems to do the trick for me.