This is not something that you would "do yourself"...
There are companies who do nothing else than design gas turbine exhaust heat recovery systems. They have much experience with specific gas turbines, high temperature materials, codes and standards.
Most often these are "Heat to Steam" systems.... Called "Heat Recovery Steam Generators" (HRSGs) and are incorporated into a larger plant energy systems. A smaller system would be used on a 2-5 MWe gas turbine, for example.
A system that captures waste heat and uses it in a process is a "Cogen" system
These people (and others) specialize in small units:
There are major design questions that must be addressed such as 1) GT Control during operating transients 2)heating oil when the GT is down 3) Residual heat and exhaust venting 4) safety and relief valve systems
Although written for a much larger system, this paper compares different heating media
What kind of Gas turbine do you have ?
What kind of hot oil system do you now have ?..... How is the oil being heated ?
How much heat do you expect to harvest ?
What happens when the GT is down ?
There are many, many more questions
MJCronin
Sr. Process Engineer