You need to be certain your collector will not pose a fire risk when dealing with oil mist. So electrostatic-based filters are probably not good (duh). Even static generation from air flow must be accounted for, so surfaces and structures should be grounded.
With oil, I might be looking at a centrifugal collector to "spin" the misty air such that the oil is flung out to a surrounding wall, then drips back into the reservoir. Not sure who's doing this, you'll need to search.
Failing that, get something with mechanically cleanable filters, so that you're not replacing them all the time. Metal mesh filters might themselves be spun to recover the oil and save on solvent or detergent cleaning.
Let us know what you find or wind up buying.