Hey OP! We're always happy to have new people to fill out our ranks, so welcome!
Out of all of the Opioids that I've ever done in my life, and I've had extensive experience with pretty much all of them, Oxycodone is the least satisfying when injected. It was always a weird thing for me, because I injected Heroin pretty much exclusively. I always preferred orally administering Oxycodone or using the rectal route. As with a lot of other drugs, I feel that the rectal route is great due to its relative safety and ease.
I found that when I injected Oxycodone, the duration was siginificanlt less than when taken by other routes of administration. Another important point to make about Oxycodone is that it has one of the most favourable bioavalability ratioes of any of the commonly available Opioids. You're going to get about 90% bioavailability through the oral route, 60%-70% by intranasal insufflation and around 90% for the rectal route.
Essentially, most people inject Oxycodone for the rush as opposed to its "legs" or duration. I consider it not to be worth the trouble. With Heroin, the rush is great of course, but the primary reason most people switch to the needle is the economics of it. You get a 30% boost in bioavailability compared to say, insufflation. You don't really need this with Oxycodone. In short, I would recommend sticking with the rectal route. I doubt injection would be any more satisfying.