Select an oil with a high smoke point (grapeseed or canola work well). Apply a thin layer of oil to your dry skillet on both the inside and outside. Wipe off excess oil with a paper towel.
Preheat your oven to 450 °F and place your skillet upside down on your top oven rack. Place a baking sheet or tinfoil on your bottom rack to catch any oil drips. Let your skillet bake for one hour. After one hour, turn your oven off and let your skillet sit inside until cool.
