I have a Copper Chef small grill pan which I bought from QVC but is no longer listed online. I used olive oil all the time as I pre heat the pan before putting lamb chops, pork chops or burgers into the pan. I have had absolutely no problems with the pan losing its non stick properties and cleanup is very, very easy.
I think the problem is if people use Pam or other non stick sprays. I only use EVOO dispensed from a regular bottle.
I wish the Q would make that grill pan available again, especially in a larger size. I'd buy another for myself and several for family gifts.