Maybe under a really broad definition of the word

Kate: His facebook picture is him dressed up as an Oompa-Loompa.
Momma: And you don't think that's gay?

I guess I'll throw out the orange face paint then.

from an article here about what a woman's halloween costume will tell about her dating strategy:

Oompa Loompa: Nostalgia for a favorite childhood book leads some women to dress like Willy Wonka’s helper. “I guess it could mean she’s sweet like candy,” suggests Charles Grey of Long Island, NY. “But if you listen to the lyrics of the Oompa Loompa song from the movie, they’re a pretty strident bunch. So that costume could be a tip-off that she’s bossy, nagging and lecturing.”
Expert analysis: “If a girl is dressing as an Oompa, a guy will think she is not looking to meet someone,” observes Andrew Feinstein, co-author of Opening Lines, Pinky Probes and L-Bombs: The Girls & Sports Dating and Relationship Playbook. “It is impossible to make an Oompa Loompa provocative. So basically, no single girl that is looking to meet guys on Halloween dresses like an Oompa Loompa.”