"Bittersweet" is intentional. It means a sweet moment that's tinged with sadness. A conflict of emotions.
"Magnificent bastard" is fine. They take bastardness to an extreme, and perform magnificent acts with it.
"sexy beast" is fine.
"unfair advantage" is also not an oxymoron, but I see what you're getting at.
"Jumbo shrimp" is fine. Shrimp applies to the species, jumbo merely means it's larger than the rest of it's species. Same with pygmy elephant, just the reverse.
"smartass" is the least oxymoronic phrase I think I've ever heard. Being smart is entirely unconnected to being an ass.
"Civil war" uses civil as in government. So a war between the government. And in medieval times war was extremely civil, with rules and codes of honour and so forth. Although I guess it was like modern times, everyone just pretending to be civil.
"Dog's bollocks" is a colloquilisim meaning very good. For it to be an oxymoron dog would have to mean...non-bollocked.
"slow down rapidly" means to rapdily decellerate. The slow applies to the speed, the rapidly to the rate of change. Again, NOT an oxymoron.
"Friendly fire" - fire from friendlies. People who aren't supposed to be shooting you. Not an oxymoron.
"lawful evil" - One of the fundaments of DnDs morality and you've missed it. Lawful does not equate to good. A lawful evil person is simple an evil person with..I guess you could call it ethics rather than morals. Keep their word, act with honour, destroy all life as we know it.
In short: I'd estimate 80% of the oxymorons here are NOT oxymorons. That's pretty good going considering the OP gave the friggin definition.