Can you use two thermostats on one oil furnace?

The thermostat that is set higher will turn the system on if two thermostats are wired in parallel. You can use any number of thermostats on the system. What you probably want to get is a zone control system. Each room gets heat regulated as desired because the controller manages not only when the furnace turns on but also when dampers open to deliver heated air to the various rooms that are being controlled.