You could grind seeds in a coffee grinder, as BillyOblivion suggests. (I don't because the extra stuff in seeds disagrees with another body issue of mine.) Sometimes I take around 5 gelcaps a day while traveling, which isn't as effective but makes most of the difference for the headaches.

What I do is put on a swimmer's nose clip, drink the oil by alternately taking in a mouthful of water and floating a swallow of oil down on top of that; follow up with a banana or something because I've found taking it on an empty stomach to disagree with me; have a bit more water; then take off the noseclip. The clip is mainly to help with Shangri-La appetite control, which I consider just a bonus.

The first time I took this it gave me heartburn -- starting with a smaller amount the first couple of times might be smart.