I don’t think so although I haven’t researched it before. The main purpose of the oil is to waterproof their feathers. Which I’m sure you are already aware of. Waterfowl are pretty hardy as their normal body temp is around 107F.
 
THE OIL GLAND OF BIRDS BY WILLIAM H. ELDER (pg 14-16)

Hou (1928b) cites evidence that carnivores in zoos frequently develop rickets and may succumb on a diet of horse meat alone, while addition of intact birds or rabbits plus liver, fat, and flat bones prevents this. Rowan noted (1928) that his Merlins (F&o columbarius) needed feathers in their diet in order to remain healthy and that the mother forcibly fed these to her young every few days. Rowan suggested that the feathers might contain vitamin D resulting from irradiation by sunlight of oil spread on them from the preen gland.
A thorough study of the nutritional function of the preen gland product was reported in a series of papers by Hou (1928a, 1928b, 1929, 1930a, 1930b, 1931). A weak, rachitic pigeon in which the oil gland had been ablated was restored to health upon eating an irradiated gland from another bird. A second rachitic pigeon fed on a gland removed in the dark showed no improvement. Eight chicks (four of which were glandless) were placed on a rachitogenie diet until two died and all showed decalcification and swollen joints. Ultraviolet-light treatments which were then begun cured the controls of their rickets but not the glandless birds. The same results were obtained when the glands were removed in a group of four chicks after the rickets had developed -the controls again recovered under ultraviolet exposures but operated birds did not. Adult pigeons, mallards, and chickens (kept in the sunshine after ablation of the glands) did not develop rickets but the plumage degeneration was severe. (The degenerative changes are never as severe in pigeons as they are in chickens and ducks.) Guareschis ’ note (1934) suggesting a relationship between rickets, abnormal growth, and a keratinized uropygial gland in one chick and one pigeon added little to our knowledge. Clark (1934) and Knowles, Hart, and Halpin (1935) removed the oil glands from three groups of Leghorn chicks at ten days of age. With nine birds in each group the first group was given a cod-liver oil supplement, the second ultraviolet treatments, and the third left on the rachitogenic base ration alone. Up to four weeks of age all gained weight like the normal unoperated controls but from this time on the third group developed rickets. Although they saw these results as a complete contradiction to Hous ’ work, it seems the conclusion should have been that rickets is easily prevented in the absence of the oil gland if therapy is started early, but, as Hou showed, once rickets has set in it is not readily cured by ultraviolet light. In brief, it is easier to prevent than to cure. The last work of this sort reported was by E. F. Murphy (1936)) who removed the oil glands and the combs from 50 Rhode Island Red chicks at the age of two weeks. One week later, along with an equal number of controls, they were put on a rachitogenic ration. The birds were treated as five groups, with ten glandless and ten intact birds in each group. There was a slight difference in the growth rates of the glandless and intact birds in the control group on basic ration alone, but apparently no significant difference in (1) the group receiving cod-liver oil supplement from the start, (2) the group given cod-liver oil starting with the fifth week, and (3) the group given 20 minutes daily irradiation after rachitic symptoms were apparent in the fifth week. But among the remaining group-those that received only five minutes of ultra-violet irradiation from the start-the glandless birds were greatly retarded as compared with the intact birds. Analysis of the bones showed that in four of the five groups the intact birds had a slightly greater total ash content than did the glandless birds. Unaided by statistical analysis, Murphy concluded that there was no real difference in the responses of glandless and intact birds, but her data suggest to me that there may have been a real difference and that the thrift of glandless birds was much less than that of intact birds on a subminimal dose of ultraviolet light, although when given 20 minutes of treatment ’ per day the thrift of glandless birds equalled that of intact birds. This was shown earlier by Hou in his 1931 paper (again with too few birds) where he concluded that ultraviolet light cured rickets in chicks with or without oil glands when the legs and feet were exposed, quite regardless of whether the feathers were exposed or not. This later work was not in complete agreement with his first paper, and it seems clear that the threshold for ultraviolet therapy varies so much among species, and among breeds of one species, that consistent results cannot be expected when the irradiation is not measured and expressed in terms of actual dosage, as in the work of Maughan and Dye (1929). Although we are forced to conclude that, at least in chickens, the presence of the preen gland is not essential for the prevention of rickets, ’ it has not been shown that the gland does not play an important role. In another paper Hou (1930a) demonstrated that feathers contain vitamin D, that it can be extracted with fat solvents, and that the cholesterol content is twice as great in the feathers of intact birds as it is in feathers of glandless birds.
 

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