What kind of oil did the vet recommend? If it's not mineral oil it won't do you any good because vegetable oils (and any other digestible oil) will be broken down by the body long before it can do any good for sand. And bran isn't really any better. The recommendation for feeding oats makes no sense at all as it isn't going to move sand through the gut and increasing the amount of grains in the diet increases the risk of colic.
"Other causes of colic--such as sand ingestion--are often related to restricted access to hay. Restriction of fiber and/or boredom that induces a horse to nibble at scraps of hay and dirt increase risk of accumulation of sand in the bowel. The best prevention for sand colic is to feed ample hay, and when possible, use feeders (like large tractor tires) to confine the hay and keep it from being strewn across the ground. Many commercial feeders do not accomplish this end, so sand ingestion might not be prevented entirely--it is recommended to feed psyllium for a week each month to move through any sand that has collected. "--http://www.thehorse.com/ViewArticle.aspx?ID=10551 The Horse | The Sands of Time
article on sand colic The Horse | Feeding Horses: Art, Science, or Both?
article with a discussion on bran as a laxative
Studies have shown that your best bet for moving sand through the gut is adequate forage or the use of psyllium.