Oil is good. Coffee oils develop naturally during the roasting process and carry a lot of flavour. There are more oils on medium and dark roasts than on light roasts.

Like any oil, coffee oil can turn rancid so make sure to clean your grinder on a regular basis. On the other hand, dry beans with no oil at all can indicate stale coffee—unless it’s a light roast and the oils were not developed in the roasting process.