Pyrolysis of canola oil
Basically canola oil is obtained from a cultivated form of Rapeseed. Canola oil is just what rapeseed oil is called in North America.  From a marketing perspective it was thought that having the term "rape" in the product name would not help sales.  

If you look for articles on rapeseed oil pyrolysis you'll find a lot of information since rapeseed (canola) oil is used in biodiesel production.

This article states that the major products produced from pyrolysis in a reactor include 


gases: $\ce{CO2, CO, CH4}$ and $\ce{H2S}$
oils: oleic acid, 1H-indole, 2,3,5-trimethoxy toluene, toluene, (Z)-9-octadecanamide, psoralene, phenol and phenol derivatives


I didn't know what "psoralene" was, so here is a picture and a link