On an 11/32 shaft, you can expect an average weight gain of about 50 grains if you let them soak for about a week. Add another 10-20 grains if you have 23/64 shafts. If you have Rose City shafts and not ACME premiums, which are no longer made but there are some still around, you may not have to soak them as long because Rose City doesn't put as hard a polished finish on their shafts. If you have the shafts in an enclosed container, say a piece of pvc pipe, it's a good idea to tip them end for end every day or so and maybe shake them up a little to aid osmosis.
Once you take them out of the oil, wipe them off and let them dry for at least two weeks. Even longer is better. If you don't let them dry that long, additional finish or glue may or may not adhere well. Lightly steel wool to take off any oil runs/gobs, etc., that may have dried on the surface
You don't need to coat them with another finish, but I have done so to increase the weight even more. For example, one dip in fletch-lac adds about 10 grains. I'v used both fletch-lac glue and Duco cement for fletching on the oil only shafts with good results, but that's always with very dry shafts. I've had fletch lac finish peel from the shaft on the first six inches of the arrow after a lot of shooting into foam and other targets. Good luck.