I'll start. Apt next door is having a cockroach infected. 4 days ago, I was playing sims on my laptop, wearing my eyeglasses. Right lens got blurry, took off, huge cockroach was crawling across inside of lens. While I was wearing them. Freak out ensued.
The whole method of operation of the trap is to make sure the roaches can't crawl back out after they get in. So you need a totally smooth surface plus the cooking oil so they can't climb back out.
If by chance you were to use a rusty can, that would give them a textured surface to grip onto and likely manage to crawl back out, which would defeat the trap.
Edit: It probably won't hurt if the can happens to have only a couple or few small spots of rust, as long as it's not so rusted as to give them a brown brick road to crawl back up and out. Any which way, the goal is to make sure that once they get in, they can't get out.
Greatly appreciate the tip