lets say a patient came into the pharmacy and asked me the same question about a legit supply of oil based AAS, i would say dont bother preloading, since 1) syringes arent made for that, and may leak, or worse, chemicals from the plastic could seep into the oil and subsequently be injected. some drug may also stick to the plastic, but in the case of most AAS, which is a suspension...nah.
BUT if they had no choice and were going into a war zone or something and just HAD to do it (to be ballbreakers) i would say ok, preload them, unscrew the needle, put on a new needle but dont pop the cap off the new one at all until its realy to be used. then id say store teh preloaded syringe in some sort of solid container, so taht the cap cant be knocked off, or the plunger pressed, as well as to decrease the incidence of potentially pathogenic microbes coming in contact with the thing