Snorting Oxycodone is... well, only a smart thing to do if you know what you're going to get (and lose) out of it.
To be brief, oxycodone's oral bioavailability is 87%, which is incredibly high for an opioid and for oral bioavailability. That means, when you eat oxycodone, 87% of the dose becomes available to your bloodstream to get into your brain and attach to your opioid receptors, making you very happy.
Oxycodone's nasal bioavailability is ~60%. So whenever you snort oxycodone, you are basically giving up 27% of your dose in order for it to come on a bit faster and last for less time. For some people, this is an adequate trade-off; for others (those who can't get oxycodone at a whim), it is a stupid idea -- it really is opioid abuse.
Some oxycodone preparations are absolutely full of binders and NSAIDs and other shit that A) is non-recreational and B) isn't absorbed by your nasal membranes, effectively coating your sinuses with inactive powder and PREVENTING nasal absorbtion of oxycodone (in these cases it just drips into your stomach and is orally absorbed anyway, so it's just like eating it except it irritated your nose). Check your pills to see if they say "w/ APAP" or "w/ ibuprofen" or "w/ Aspirin;" basically if they contain any active ingredients other than oxycodone, there are going to be a lot of binders present. OxyContin brand name pills in the 40 and 80mg concentrations have a relatively low amount of binders, but think about whether you want to waste 27% of any drug that gets absorbed by your nasal membranes just to exchange for a faster onset.
I mean, shit, if you want a rush, use a syringe and get the job done properly. A pill coming on in 15 minutes vs. a pill coming on in 30-60 minutes is NOT night and day; it's NOT a rush compared to not-a-rush. It's just a faster onset (and i this case, lost potency) compared to a slower onset.
Good luck, be safe. I'd say, if it's an OxyContin or time-released in some way, with NO tolerance, break it in half and swallow a half whole one day when you want 12 hours of bliss. IF it's immediate-release, do 10-15mg as needed to enjoy it.
You probably won't kill yourself with 40mg at once but in my experience back when I had no tolerance, I definitely felt the best when I didn't do "too much," in which case I just got sleepy and felt like I wasted it.