I am even less familiar with the details of oil filled transformers, but the same basic physical principals should hold. Heat is being generated in the coils and core, and heat always flows from hot to cold. Thus in equilibrium the coils must be hotter than the oil, and the oil hotter than the can, and the can hotter than the surrounding air. The actual temperature differences will depend upon the thermal conductivity of the materials, any convection taking place in the oil, and the rate of heat production.
I would expect temperatures to be more uniform in an oil filled transformer than in a dry transformer, but I have no experience to say what sort of temperature variation from the coil to the can is to be expected.
-Jon
