Go to Mass Department of Public Safety web site under oil burner it now gives you some study guide info.
Make sure you read understand and know 527 CMR 4.00
From the Web site:
The applicant must be able to demonstrate knowledge of oil burners and associated equipment by passing a strenuous written and/or oral exam. The applicant must also demonstrate a thorough knowledge of 527 CMR 4.00, as well as knowledge of safety devices, automatic, pneumatic and electronic controls. A working knowledge of pipefitting and heating is essential.
I went to NEFI years ago, and was well prepared. The NORA book and the latest edition of the cmr 4.0 should prepare you. Though there are plenty of control questions that were asked that you either learned in the field, or in class.