Heat a large heavy skillet over moderate heat until hot enough to evaporate a bead of water on contact. Add the Szechwan peppercorns and stir until toasted and fragrant, 2 to 3 minutes. Adjust the heat so the peppercorns brown without scorching.
Combine the peppercorns and all of the remaining ingredients in a heavy, non-aluminum 1- to 1½-quart saucepan. Heat over moderately low heat, stirring occasionally, until a deep-fry thermometer registers a bubbly 225°F. Let simmer for 15 minutes, then remove the pot from the heat. Let stand until cool or overnight.
Strain the oil through a fine-mesh sieve and discard the solids. Store the oil in an impeccably clean glass jar at cool room temperature.