ggeoff, oil does not work for making pastry. The idea with pastry is to have chunks of the fat "lifting" the layers of the cooked stuff. I'm expressing it badly, but when you make pastry you want to have your fat a little bit chilled to help the chunks you cut stay as chunks and not get smooshed into oblivion. For a flaky pastry when you blend stuff you try to keep everything cool/cold until its rolled out and in the oven basically.
Bah. Sorry to describe this so poorly. I know what I mean but I don't believe I'm conveying it well at all. The short answer is "oil doesn't work in pastry"