Yeah that is what I was referring to and the oil will get much hotter than the water so watch the temperature. I think it's better to use an oil here instead of water as it gets hotter.

Could this be used in an oil burner or as incense?
Forgive my ignorance if that is a stupid question.

I have tried this method with great success. I used canola oil to heat up safflower oil. The only modification I made was that I added a little bit of water to the oil and cannabis. Separating from the water was not to difficult with a syringe, but still inconvenient.

I have to recommend safflower oil for those of you who are looking for something cheaper then hemp oil and healthier then coconut (debatable). Safflower oil has a very mild taste, and high flash point. It also is high in antioxidants.