I have been making capsules for sometime now, and usually use a gelatin (with certain compounds but I suppose cooking oil would work too)/extracted oil mix through a syringe (turkey baster style syringes rock if you are making a hundred or more at a time) to fill the capsules.

They hold up well in the heat and fill up very easily if the mix is right.

Typically I will weigh out enough ingredients to put together a hundred or more, and use what works out to a dose of .035 grams extract per capsule. Basically a ratio of about 30:1, lower grade oils would probably require something more like .200 grams or more per capsule for a good effect.

Cooking the cannabis in the oil works well and I had done that for a long time, but if you want complete extractions and reliable consistency, it is best to use solvents, boil them off in a water bath, mix to proper ratios, fill capsules, and enjoy.