The local bone yards around here use those "used oil heaters" , Not problem free , especially if the used oil isn't your own waste oil. People put any kind of fluid ( gas , antifreeze, solvents ....) all kinds of things that they don't know what to do with end up in the drum that you could be hooking up to your heater to which can either stop it from running or blow the guts out of it,or waste the seals, not to mention the crud that needs to be filtered. I see these guys fooling around with these things all winter here.
Insulated walls and ceiling is always key, insulated doors too. Once you are sealed and insulated 220v baseboard electric is clean , easy to install and is safe...no Co to breath , no fuel oil or kerosene stink ( and they all do) and depending on it's locations less flame risk than open flame heaters as long as you don't spill or store flammable materials over, on, or near the units . Can run a room temp thermostat or a unit control either way you can flip them on a while before you want to use the space ,and shut them down when you leave.