I will be air-layering a cork oak this Spring (actually two of them). Oaks do not root easily, especially when compared to many other deciduous bonsai (like maples or elms). You will need to use a strong rooting hormone; Indole-3-butyric Acid 1.6% (or IBA 1.6) . Most rooting hormones available in Garden Centers are IBA .1% so you will need to order direct from a nursery supply company (or find a friendly local nursery).
Oaks can be air-layered in the sun, but they will root more quickly if placed in partial shade.
www.bonsainut.com