We have historical evidence of using hot oil, especially pitch (which is "oil" in the sense of petroleum, not plant oil), e.g. see [1], which provides academic sources.
If we go beyond Medieval Europe, using hot oil was observed by Josephus in AD 67 [2].
If we go beyond Medieval Europe, using hot oil was observed by Josephus in AD 67 [2].
[1] https://www.reddit.com/r/AskHistorians/comments/26l4ae/was_b...
[2] https://en.wikipedia.org/wiki/Early_thermal_weapons#Hot_oil