You'll need to break down the longer hydrocarbons to match what's in normal diesel, otherwise they'll sludge up your fuel system and burn badly covering everything within 50m with soot.
You'd also need to find some way of dealing with the high levels of sulphur in gear oils. Apart from making your vehicle smell disgusting when it's running, the exhaust gases are also going to rot out the exhaust system in double-quick time with those sort of levels of SO2 passing through it.
Easy disposal and free fuel.
I'd definitely put them through a pretty fine filter first.