A few guys I know who had them liked the "free heat" but had some issues with them and as noted above,once you bought one,your pretty much on your own if it doesn't work well or has issues..parts were hard to get and expensive..and just a little coolant,water,or other non-oil stuff in any free oil they burned would cause problems even after filtering it good..
I saw these about 10-15 years ago,most likely they have been improved some by now ..
The "best" one I saw looked like one of those old fashioned globe gas pumps,it had a mesh screen about 2 feet in diameter and it glowed orange once you got it going...
I think it was gravity feed and needed a little compressed air to work...guy used ATF in it from fluid changes mostly,had few problems with it..
The main turn off they disliked was the fact they would end up with some contaminated oil that was settled on the bottom of drums or the filter setup,that had to be "properly disposed of"--it didn't take long before they had a 55 gallon drum or more to dispose of...its considered hazardous waste, and they had to keep a log showing how much was disposed of,and by what company,being in a repair shop business ..
They even do that here with used fryolator oil!..
W.W. Grainger used to sell a Beckett oil burner for waste oil,I haven't seen one in their catalog in years though..looked just like a typical burner for home heating oil..
I bet some people decided to install one in their house furnace and burn waste oil,cant have people keeping warm for free,right ?..
EPA most likely put an end to those burners in anything but an industrial application..