I agree with Eric about not relying on oil to kill the primer.
The advice I would give is not to mess with a live primer at all. The one and only safe way to remove a live primer is to fire it in a rifle chambered for the cartridge.
DO NOT ever try to drill out a live primer, either from the front or back.
Eric, I have also removed live primers in the loading press, but never again. I never had one go off, but as alamocdc says, it scared the, well never mind out of me each time I did it.
To drill out the case. First remove the FIRED primer. You can use a 16 penny nail with the tip ground down to fit the flash hole. Drill a 1/4 to 3/8 diameter hole in a block of wood and place the base of the case centered over the hole. Insert the nail from the mouth of the case and tap the FIRED primer out.
I don't know what type of equipment you have, but if you have anything similiar to what Fanger showed, that's the way to go. I have a metal lathe, so it is not a problem for me.
Another way to do it is to take two pieces of 3/4" pine board about the size of a deck of cards and clamp them togather. Drill a hole, about 7/16 in diameter in the crack where the two pieces of wood are clamped togather.
Remove the clamp, and if you have a vice, put the wood between the jaws and the cartridge in the hole, then tighten the vice jaws. Use the primer pocket and flash hole to start the drill in the center.
If you have a drill press, and a drill press vice, clamp the wood in it and drill out the primer pocket on the drill press. This is easier than using a hand drill.
Questions similiar to this appear quite often. I have the equipment to do it, and I have thought about volunteering to drill out cartridges for pen makers who do not have the proper equipment.
All I would charge is for the postage to return them, and maybe a few cents for gas when I took the cases to be mailed.
If anyone is interested, let me know. I have a lot of empty cases, in different calibers, and I could furnish the case also, saving the trouble of mailing it to me and sending it back.
If it is for a case I don't have, then you would have to send it to me. But, NO CASES WITH LIVE PRIMERS.
Bonefish