Having any amount of oil on the parts during peening is a very bad idea.
• There is a possibility the oil could act as a cushion and reduce the peening intensity
• The oil, shot, and dust in the machine will combine and make screening your shot next to impossible.
• Eventually your machine will be clogged up with this combination causing you expensive and time consuming delays.
• Every peening specification I have seen requires part(s) to be free of grease, dirt, oil, corrosion, and corrosion-preventive coatings. So unless you’re working to your own internal specification you would likely be in violation of the shot peening specification if you were to do this.
I strongly suggest you thoroughly degrease the parts prior to peening.