Make sure you've bled the water system properly. You might have air in it, which is causing the engine to get hot and therfore the oil.
Standard oil cooler is cooled by engine coolant.
When filling, set heater control to max hot, remove bleed screw on the thermostat housing until water runs out, then replace the bleed screw and fill up the radiator. Now you need to modify the rad cap by putting a piece of wire or similar between the rubber and the metal centre bit.(it lets the air bleed out into the overflow tank) Fit it to the radiator. Start the engine warm it up and run it a 2500rpm for 10secs, turn off, fill up the radiator. Repeat 3 times.
Remove wire from rad cap and refit it as standard item. Run engine at 4000rpm and move heater control to a few positions between hot and cold , then check level again. (rad will be pressurised this time, so let it cool down or cover the rad cap well)