Hi folks,

While I'm getting in late on the conversation, I have a few points that might be helpful, hopefully as my company is a major producer of medical oxygen and nitrous oxide.

ANY organic material that is subject to oxidation will react more readily, rapidly, and spectacularly when exposed to a strong oxidizer (i.e. Oxygen or Nitrous Oxide). For example, glycerin is perfectly stable under normal conditions, and ignites with a small amount of difficulty. Mix it with permanganate, and instead it goes boom. Similarly, exposing normal skin oils to a high pressure stream of oxygen will likely lead to skin burns or worse. Heck, normal asphalt can explode in contact with liqid oxygen and subjected to the kinetic energy of an object impacting the oxygen saturated material.

While I don't know how easily oxidized (ignited) vaseline and other lubricants may be at normal conditions of  21% Oxygen/~79% Nitrogen, its a completely different ballgame at 30%, 50%, or 100% Oxygen! Also let me note that the delivery drivers for your home healthcare provider - regardless of which company - may have your best interests in mind, but are likely not chemists, nor a trained medical  professionals. They likely have good empirical and "tribal" knowledge, but there is room for well meaning misunderstanding and misinterpretation. If you want the best information, talk to an Operations or Safety manager at the company which fills the cylinders.

At my company we strongly recommend against any volatile solvents, oils, or readily oxidized materials in the vicinity of oxygen use.  the consequences of an oxygen fueled fire are far more grave than the inconvenience of avoiding potentially flammable materials.