Mar 2 2010 One topic that most of the chefs covered at the South Beach Wine and Food Festival was cooking oil. It seems that everyone has a preference for what type to use. Bobby Flay, Michael Symon, and Claire Robinson cook with canola oil and save olive oil for finishing sauces and vinaigrettes. Rachael Ray and Anne Burrell disagree and always cook with extra-virgin olive oil. What kind of oil do you like?