Lanthanides react with mineral oil?
David Hamric did a four year Rare-Earth Metal Long Term Air Exposure Test

and has a wonderful set of time-lapsed photographs on his site.  

Europium is the most reactive to oxidation.

Several sources, such as Avalon Advanced Materials: Europium make statements like:


  Samples of the metal, even when coated with a protective layer of mineral oil, are rarely shiny and it readily ignites in air above 150°C.


So rather than reacting with the mineral oil, I would say that europium and possibly others are reacting with oxygen despite being covered with the mineral oil.

THE SOLUBILITY OF O2, CO, AND N2 IN MINERAL OIL AND THE TRANSFER OF CARBON DIOXIDE FROM OIL TO AIR. The Journal of Biological Chemistry (1927)
 vol. 72,  pages 545-548 gives quantitative values for the solubility of oxygen in mineral oil, but I can't understand what units are being used. It says solubility is 0.134 +/- 0.004 at 24 degrees C.  I think this means 0.134 volumes of gas phase oxygen at standard temperature and pressure per volume of oil. Whatever the units are, it does show that significant oxygen can be present in mineral oil.  

Also, I'll quote your own answer to another question:


  Even when these [alkali] metals are stored under mineral oil, oxygen can dissolve in the mineral oil and react.


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