It seems that with wax candle menoras, the shamash is generally lit first and used to light the other candles, but with an oil menora this is not possible. So should you light the shamash before the other oil lamps, or after? And what should you use instead of the shamash to light all the oil lamps?
One of the purposes of the shamash is to ensure that there is light in the vicinity of the menora other than that of the menora itself. That way, if someone reads near the menora, their reading won't be [exclusively] by the light of the menora's lights, so they won't be making mundane use of those lights, which is forbidden, since they're supposed to serve exclusively for the mitzva.
I think you light the shamash first, so that there's always such coverage when the menora lights are lit.
To accomplish the actual lighting, use a candle, a piece of pasta, a sparkler, or some other device that will safely hold a flame long enough to light the menora.
I have just now watched a video of Rav Ovadia Yosef זצ'ל (zecher tzadik livracha)lighting his Menorah. He lit (using a candle) first the three lights and then the Shamash
Davkah (specifically) to ensure that the Shamash is used, I light it first, and then I use a special wax candle to take flame from it and light the others.