You can certainly use oil for anal play, and some folks do prefer natural oils like this because of its longevity and feel. However, I would *not*
recommend using latex gloves with sunflower oil because the oil can degrade the latex, which can risk an infection for your partner. If you use oil without gloves, just make sure your hands are free of any little cuts, etc. and that you wash your hands before and afterwards for maximum safety.
We have a great Lube 101 primer
that has some info on oil-based and other lubricants, safety, and pros and cons.
Do you need help figuring out how to access different kinds of lube for anal play?