When you say "cook with omega-3", what do you mean, cook with fish oil, flaxseed oil or soybean oil?
Just don’t heat any oil past its smoke point. Omega 3s are the most stable so if you need to marinade for a BBQ or fry, choose an oil thats going to stay stable. A quick search will answer what oil is best for each and just avoid seed oils in general especially when cooking.
Animal fat is the best cooking fat when in doubt.