yes you can, but its not as easy as you think...
i had a diesel volvo, run on oil from dirty dans burger vans... its cost me 300 quid to sort it out, and i kept it for 4yrs... without a problem.
veg oil is acidic after its been cooked in... it eats your distributor pumps innards...
you can use brand new oil, but you MUST tell swansea, coz if the man dips your tank, and you havent registered, youre nicked for avoiding duty. (tax)
and right now, its far too cold... the oil becomes like sludge... it needs to be thin as water, not like treacle...