Should I gesso fabriano pittura 400gsm paper?

Paul - the word missing from that is "yet".  Oil will rot paper over time.   It'll take longer with well-sized watercolour paper than it will with, eg, cartridge: but it'll still happen.  Oils have been used on paper, on cardboard, on unprimed canvas - these works won't just suddenly wilt, drop off the support or go up in flames, but in the longer term they represent a conservator's nightmare.  The support becomes increasingly brittle, the painting extremely fragile.  No one can confidently tell you how soon that will happen, it could be anything from 15 years to 50, depending on environmental conditions, but it WILL happen.   All oil paintings come with the warning that they'll change over the years, but that's over very many years: selling - if you do sell - oils on paper is guaranteeing they'll start to deteriorate centuries earlier than would otherwise be expected.  You could say "I have had no problems" if you played Russian roulette - all that proves is that you've not yet hit the chamber with a bullet in it.