Stones on the stove

Cholesterol is a fat. Fats are oils in the solid phase. Cholesterol is solid below 146 degrees C (300 degrees F), and liquid above. So if you put your stones in a frying pan, whether they are made of cholesterol or olive oil, they will melt into oil. Actually, your experiment leans toward suggesting the stones are NOT olive oil, because olive oil is liquid at room temperature.