Damian - I wrote out a whole paragraph on how to make the actual heat pipe and then deleted it. The reason? If my post is necessary for someone to build the heat pipe, then the builder runs a non-trivial chance of killing themselves with a steam explosion.
But yes... in short... get your copper tube, close one end, fill with water, mostly close the other, boil off the water until the steam is slow, remove heat, close that second end too.
Now you have a heat pipe that will top out just over 100C, which is nice temperature for veggie oil. 130C would be nice to boil off any water in the oil. You'd want to close off the tube with a bit more vigorous steam but weigh the tube dry, filled with water and after sealing in the (remaining) water. A little math will tell you if you have the right amount of water. Again... you don't want a steam explosion.
Of course you need the hot side low and the cold side high for a heat pipe like this. It will work better if you score the inside of the tube with axial grooves.