There is something to consider with ducting your coal stove into the return of your oil furnace.
1. With high temperature air bathing the blower motor in the conventional furnace, the motor's life expectancy is reduced.
2. The high temperatures may also trip the thermal overload switch in most blower motors, turning off the blower. These first two problems do not arise if the blower motor is outside the air flow.
3. The blower motor in the conventional furnace may create negative pressures or suction inside the coal stove's jacket. This will draw smoke out of any cracks or leaks, and this smoke will then be blown into the house.
4. Reverse air flow is more likely during power failures, resulting in dangerously high temperatures in the return air ducts.
Systems in which the cold air input to the supplemental stove that comes from a basement or utility room space, instead of a ducted return air system, can lead to difficulties with air distribution.
I would recommend ducting into the supply of the conventional furnace and use spring dampers(also known as back-flow preventers) or adjustable, manual or electric motored, dampers in the supplies, If you plan on the parallel or semi-parallel set up you are inquiring about.