Heat the oil in a small saucepan, add the seeds and cook over low heat for about 5 minutes, stirring from time to time, until a rich orange color is obtained. Cool, strain and store in a covered jar in the refrigerator. It will keep for several months.
If the seeds are cooked too long, the orange color will change to a golden color and much of the flavor is lost. Very stale seeds will give off all their color in one minute of cooking. Watch the saucepan carefully and remove it from the heat immediately the color begins to lighten.