From what little I've read, a lot of what is said above is true, but for the wrong reasons. The increased viscosity of vegetable fat changes the spray pattern and duration from the injectors, which in turn means incomplete combustion. This is what causes the fouling; a decent heater in the fuel line is often used to mitigate this problem.
The other difficulty is that veg fat goes off quickly, oxidises and turns to other nasty stuff. So you should put in only what you intend to use. Not really practical!
As I mentioned previous, if I had a free source of fat I'd be all over this and would look at converting my GT tomorrow. As for putting supermarket oil into your tank, I wouldn't even consider it because the return is too poor to warrant the outlay.