that clerk is Only Part right, MWs work better on Water than on fats (all to do with molecular polarity).
it`s not that it DOES anything bad to the oils particularly, it`s just that MW`s don`t affect oils very well and so you`ll not get propper heating (if any) and to the MW it will seem like an empty cavity without a load.
now using a MW with nothing in it isn`t a great idea! it`s a good way to burn out the magentron (though most have Over-temp cutout devices).
Fats like Pork Rind etc... you`ll get plenty Local heating, and charing eventualy with Ammonia gas produced, it`s not harmfull as I`de dare anyone to get it past their lips to eat any anyway
BBQ Briquettes maybe tastier :P
Butter is ideal, it`s an Emulsion, with as much water as fats, but Pure oil, you`ll be lucky to get it to Body temp without a drop of water or moisture in it.