Oil will hold particles on files and make the teeth clog. For small files, I brush them out with a file brush, clean in my ultrasonic cleaner, dry thoroughly then immerse in vinegar for a few days. This converts the rust if any, and slightly etches them. On the tips of the teeth where the metal is thin, this etching is enough to actually sharpen the teeth. Another trip through the ultrasonic leaves them perfectly clean and rust free 'in the white', dry and they're ready to use.