I'd recommend flaxseed oil even without headaches. It's done some cool stuff for me.

Barleans makes some flavored flax seed emulsion that is surprisingly palatable (this stuff). Gel caps are another option, but a tablespoon is roughly a dozen gel caps.

I tried drinking olive oil a couple times and felt like puking too. Flaxseed oil doesn't do that to me, even 4 tablespoons at a time.