Although cold-pressed cooking oil offers a richer flavor, it can be tricky to cook with. These oils don't react well to heat—that's why they were extracted with low-heat techniques in the first place. If the oil contains mostly unsaturated fat, like sesame oil, it's likely to degrade when heated. These unsaturated oils simply break down when used to sauté or stir-fry other ingredients; they work better if you drizzle them over the finished product. If the oil contains a high level of saturated fat, like olive oil, it can handle the higher temperatures of grilling and sauteeing.