Be sure you use a proper oil prime tool that duplicates the two spools at the bottom of the distributor housing (or an old distributor housing like Jerry said), or you won't get any oil to the lifters; the groove between those two spools forms the oil passage to the lifter galleries, and if they aren't there, it'll just pump the oil into the distributor hole and back into the pan (see photo below of a correct prime tool made by Tavia - that's what I use).
The cam lobes and lifter bases are lubricated by "splash" oil from the rods and mains, which is why the cam break-in procedure is important; if you just let it idle at "first-fire", you won't get enough oil to the cam and lifters, and you'll wipe the cam.
Any diesel oil that carries the "CI-4", CI-4+", or "CJ-4" API classification on the "donut" on the back of the bottle is what you want, plus the bottle of EOS; any brand is fine (Shell Rotella, Mobil Delvac, Chevron Delo, etc.) - what matters is the API classifications noted, which ensures an adequate blend of the ZDDP zinc anti-wear additive.