KJay,
Pure neatsfoot oil comes from cows.
I can't really see any sort of problem with doing this as long as you get PURE neatsfoot oil.
Some of this oil can have soya oil or other types of oil added to it to make up the volume, soya oil has been known to break the stitching on gloves, over time, not something you want to find out by accident.
If you are really unsure, contact the manufacturer of the outers.
With regard to this oil causing a problem with the actual insulated gloves, this isn't normally a problem as natural rubber is pretty much resistant to most things, especially petroleum products.
Having said that, monitor the "health" of your gloves before you use them, using the "roll-up" technique, a hole is not something you want to have, with equipment like this.
