Hello,
There are more than one vegetable oils, which do "polymerize". In the paint and coatings industry oil paints are made from linseed oil, tung oil, or rapeseed oil (Some kinds of this last one are non-drying without proper heath treatment.) Some others, like soy oil are non-drying without proper heath treatment. Heath treatment (that is pre-polymerizing of the oil by controlled heating) produces boiled linseed oil, polymerized tung oil, half oil, stand oil, drying soy oil, and so on. These oils "dry" much faster than their untreated brethren. But the fastest drying oil is cold-pressed walnut oil. Yellowing and UV resistance are the weak points of each and every drying oil. But indoors that is not a real problem.
For easier application you can cut any of these oils with turpentine or turpentine substitutes, like ligroine.
Best wishes,
János