Sure you can use Olive Oil. I would suggest trying either Sunflower or Sesame when you can get it though. People seem to have better results with those oils.
Regarding pulling with the supplements you are taking. I am taking quite a few different supplements, and the pulling doesn't seem to have any discernible affects on those. However, pulling is supposed to remove toxins from your blood stream, so that is something you need to consider.
Unfortunately, there is not a wealth of written information on this protocol. Most of it is in foreign languages. We are probably the largest group in the US trying this right now.
Pulling is fairly benign. But as with anything, you need to read all the recommended messages and make that decision.