How can I roast melon seeds, without oven or too much oil?
I've sometimes toasted pumpkin seeds (very similar) in an enamelled cast iron frying pan. I don't add oil to the pan, but the seeds are better if you mix a little oil with them, especially if you want spices to stick. In that case stir about a teaspoon of oil (olive, sunflower etc.) into a generous handful of seeds, add any spices/salt, put into a preheated pan, and stir frequently until they're done. 

I wouldn't use non stick for this because a dry pan can get very hot in places, perhaps too hot, but bare stainless steel  also works.

This stove top method is quicker than an oven especially if you only want a small batch, but it's more important to start with the seeds nicely dry than if you're using an oven. It probably uses more electricity than a toaster oven though.