Oxycodone doesn't have much of a rush, even injected, so you won't gain much from it and will definitely be harming yourself. Don't shoot pills, it's not worth it even in cases where it does make the experience better. You will be destroying your veins, harming your lungs, and opening yourself up to a slue of IV related complications which can and often do result in horrible infections and possibly amputation. Since oral BA is so high you would only be gaining a miniscule amount of drug by injecting it, it has no rush, but the high will be much shorter and will cause your acute tolerance(day to day tolerance) to level up.
Oral oxycodone is by far the best method, snorting it comes on quicker and even knowing what I know and believing it fully there were definitely times I would crush up roxies to make the sick go away quicker, but 5 minutes later its not different than eating it except you wasted half your dose.
And I am really surprised that we still get this question with any frequency and I find it harder to believe people actually do it, but don't smoke pills, its really fucking stupid. Its horrible for your lungs and worse it is without a doubt the least efficient method and unless you are totally opiate naive will be almost completely ineffective.