Generally speaking, if you aren't pushing it and taking nothing more than a mild to moderate dose of both an opiate and a benzo, you should be alright.
It would definantly be risky and unwise to take a large dose of either mixed together, as something like oxycodone depresses your breathing and this could be exceptionally dangerous to mix with another drug that acts as a sedative and puts you to sleep.
And keep in mind that just because most people can get away with this at reasonable doses doesn't mean that there aren't exceptions. There have definantly been a few deaths attributed to mixing benzos and opiates at doses that didn't at all seem too high.