It's just a bad idea in general, you should be scared of it. When you IV you are putting huge particles into your blood that aren't meant to be there, these things damage, destroy, and clog critical blood vessels, which as you can imagine is not good for you. On top of the long term damage there is also the everpresent risk of abscess and amputations if your methods and sterilization is not flawless, and even if they are, the risk never goes away.
Injection can also become an addiction in itself. People get deep into the ritual, it throws another massive layer of danger and addiction onto drug use.
This is a very dark path to go down, it will lead to a lot of pain for no benefit. People justify IV use because it's a more efficient way to use most drugs. But you'll find that in very short order you'll run into the same issue of tolerance and greatly reduced euphoria.
With oxycodone it's an even worse idea because the oral bioavailability of oxy is right around 90%, so you aren't gaining enough to justify the massive risk. If you want a little extra kick to your oxy then try plugging, it's 1000's of times safer than IV and will give a faster and harder hitting come up.
I know we can't stop you at the end of the day. If you do decide to inject you will need micron filters, this will reduce the damage by a little but will still leave you with all of the major risks of IV use. Once again, I beg you not to go down this route, it's not worth it.
