Note to the audience: these mechanisms don’t violate the conservation of energy because you aren’t tapping the object’s gravitational energy per se but instead its orbital energy around the sun. Put another way, you can’t do a gravity assist or capture burn in any direction.
(Usually textbooks use a baseball bouncing off a semi truck to illustrate.)
Oberth effect from fast flyby of a body with low gravity would be negligible.
Pretty sure the problem would be, rather, that a flyby of a body with low gravity would be negligibly fast (relative to your speed when not flying by). Oberth effect is because of high speed (a given increase in momentum gives more kinetic energy at higher speed than at lower speed) - it's just that dipping deep into a gravity well is the obvious way to get that speed.