Any recommendations for baby massage oils? Olive, sesame, almond? Would you recommend a particular kind of oil and preferred brand?

You can actually use virgin coconut oil to massage your baby. It is safe to be absorbed by your baby's skin and isn't harmful even if ingested by accident. It isn't particularly expensive and is easily available in supermarkets. http://sg.theasianparent.com/virgin-coconut-oil-benefits-for-babies/