Yes, you can cook food in aluminum foil without oil. Many recipes call for 'foil packets' or 'en papillote' where food is wrapped in foil and cooked, often on the grill or in the oven. This method works well for foods with high moisture content like fish, vegetables, and some fruits. The foil helps to steam the food, keeping it moist. However, for meats or other foods that are prone to sticking, a small amount of oil or non-stick spray can be used to prevent food from sticking to the foil.