They are too porous, especially the coarser ones. Mineral oil will just run out of them, especially when it is hot.Put them in a bag with mineral oil and add more as needed, let them drink until they stop. Kinda like a turkey or Hindo.
When they say they are “oil filled” on the box, I am fairly sure they use petroleum jelly, or something similar.
I imagine they heat it to liquify it, then soak the stones, maybe use a vacuum. Then at room temperature it gums up the insides and stays put.