I had fog lights before, I removed the lights for my oil cooler. I have the full blown oil cooler so it sits perfectly behind the open space of the fog lights! very functional. I had a spare fog light cover, so I cut a piece of plastic and glued it behind the fog to block air going in which is only used on very cold days or nights when I want the oil temps a bit higher!

But the oil cooler is bigger than the fog light... Maybe it's just not enough air flow? Maybe make a duct so air can't flow around it?

It works perfectly fine with no duct.. I just cover it when its cold to keep temps up.