Making lemon oil from vodka
It appears that you made some type of lemon extract, as opposed to a lemon oil. Probably good, but not lemon oil.   There are two ways I know of to infuse flavor into oil.  Both involve starting with oil...either a neutral oil or an olive oil.  First is to heat the oil with the desired flavor product, thus extracting the flavor into the oil.  The other, does not require heat and, therefore, protects the quality of the oil (such as with an olive oil that my be destroyed by heat).  That is to use an isi-type whipping canister.  Here is the process: http://www.starchefs.com/product_education/iSi/whipper/html/recipe-lemon-infused-extra-virgin-olive-oil-dave-arnold.shtml