No oil. But more water yes and only in small amounts - wet your hands and then work the dough some more. If it gets too wet then add a bit more flour. The corn flour cannot be overworked because there is no gluten so don't be afraid to keep tinkering. It should be smooth and not sticky.
Maybe you need more water in your mix? I've only made them once but they came out great... Add a tiny bit of oil maybe?