An anagram is a word, name or phrase formed by rearranging the letters of another, using each original letter only once. This is good for teaching as you can teach your students to find words that can be created based on the first ones. So, it will improve the students' vocabulary faster.
An oxymoron is a figure of speech that uses contradictory terms in conjunction, which means words that don’t appear to go well together. This is good as you can teach your students antonym words and show them the comparison clearly.