Try to use a pencil flame and on just the stub of the switch. Oil is flammable, but not that flammable unless vaporised. Keep a hosepipe or extinguisher to hand though, just in case.
Last such switch I looked at, had a thin metal threaded 'shell', with a thick hard plastic tubular centre leading to the bulbous diaphragm pressure switch. If yours is like that, could bust the plastic out, then try to fold the metal shell into the centre to release it?
You mean something like this?
https://www.amazon.co.uk/QIANGUANG®...1682&sprefix=pencil+blow,aps,166&sr=8-13&th=1