I finally realized why your filament is oval. It is laying on a solid surface before it has cooled enough. I have not checked our filament yet, but I doubt this is a consistent thing.
If the filament extruder is at an elevation high enough, or the filament is cooled rapidly enough this will not happen. A lot of commercial extrusion companies run the extrusion through a water bath directly after it exits the extruder nozzle, this is not a good thing for filament that will be extruded again later. So most just air cool it. I suspect Old Man Emu's filament very well may be home made, or come from some one with their own filament extruder.