In theory, anything that will fit into an Oscar's mouth is at risk, obviously this depends on how big the Oscar is. It also depends on the temperament of the Oscar. The two Oscars I have got in my 300 gallon tank had paid no interest to the small fish they share the tank with. I introduced to very small blue acaras couple of weeks ago, I suppose they were no more than 2 inches, the Oscars haven't tried to eat them at all. Having said this, I wouldn't say to someone else "do what I've done"
What you've got to remember with clown Loach is they are extremely slow growing fish, probably an inch a year if that. So introducing let's say a 1 inch clown Loach and a 2 inch Oscar, may seem a safe bet. Six months down the line, the clown Loach isn't going to be much bigger, whereas the Oscar will probably be six or 7 inches.
I always found that introducing the smaller fish before the Oscars results in Oscars not look upon them as prey. If you drop a small fish in a tank full of Oscars, they are going to think they are being fed.
As long as you haven't got the sort of Oscar that tries to eat everything in sight, a 3 inch clown Loach should be pretty safe. But like I said, if you are really not sure then don't get anything less than 4 inches