I'm not a nut roaster but I am a parent of a child with a nut allergy (in fact I went on one about allergies the other day on here!)
If there is risk of carry over of the proteins from one nut type to another, I would not roast them in the same oil. Why? Because nowadays, in the UK anyway, they no longer recommend that you avoid all nuts if you have an allergy to one unless your allergy is VERY severe. Why? Because simply avoiding the nuts is now thought to make developing the allergy to the other nuts more likely. I've also been told by my specialist to ignore all the "may contain nuts" packaging because ultimately he would struggle to eat anything in certain classes of foods if that were the case. Also all manufacturers should never think "may contain nuts" is strong enough wording anyway. There are other phrases some manufacturers and retailers use which means the same thing but is far more robust, e.g. "not suitable for nut allergy sufferers" (ok difficult for your example!) or perhaps "not suitable for consumers with an allergy to hazelnuts due to manufacturing methods". I always pay attention to those ones.
So in answer to your question, I wouldn't be happy as a consumer with you doing that as I buy peanuts quite often (my son isn't allergic to them) and if there isn't carry over from one nut type to another, I'd want some very careful validation.
You never know how many awkward parents there are out there (like me). If my son had an allergic reaction to something which wasn't labelled with one of the nuts he does have an allergy to, I have the contacts to be able to get that tested in an independent lab and you can bet I would. Let's face it, one of the most dangerous technical people in the world is a Mum who's child has been made ill by a food. You can bet I'd take it very seriously... 
Imagine a Tiger's cub being attacked. 
I have been known to report restaurants with poor allergy standards to Environmental Health... I have form... 
