You should wait until you introduce solids. If you are formula-feeding that may be earlier than if you were breastfeeding. Please look at the Weston A. Price Foundation website (westonaprice.org) for some excellent articles on baby nutrition. You can do egg yolk at 4 months. They also have a very good formula recipe; hard to make, but any baby is worth the trouble!
I gave whole-milk yogurt with olive oil to my girls at 10 months or so. Often mixed some olive oil into it; you could do the same with flax.