Would coconut oil work here?

You could try that or olive oil or shortening (though its unhealthy).

I think coconut oil is unhealthy too.

I have a friend that works with some vegan diet people and will have her ask this question to them.

I think Raquelita has the answer in canola or olive oil.

Coconut oil and olive oil can be both healthy and unhealthy depending on the perspective. If we're thinking cancer, then olive oil is unhealthy but if we're thinking heart failure, then coconut oil can be a culprit. My doctor once told me, "It all depends, how do you want to die?" She can be that straightforward... and funny?

pinkperson is right about both oils being healthy and unhealthy - I use both and coconut oil does have its benefits.