I have long hair and EXTREMELY sensitive skin (rosacea etc)- everything makes me break out! So to oil my hair I only do the ends, which is where it is most dry and then, like Marms, I loosely braid it. Wrap the braid in an old piece of nylon stocking by putting the length of your hair into the stocking and secure with hair bands on the outside. Sleep with a towel on the pillow for added protection. Not real cute but it does the trick

Also found that applying oil about ten minutes prior to a shower and then letting it "soak" in while the shower steams the room gives a great conditioning treatment. When you wash it out in the shower you don't need extra conditioner and your hair will be soft and shiny. Oiling is not recommended for those with overly fine or thinning hair as it might weigh it down too much. I prefer Jojoba oil to something like Olive oil because it has no smell and is lightweight but effective. The Jojoba rarely makes me break out and I've never had any rash from it. Hope this helps