Not familiar with OAuth, but the concern about NSURLConnection seems a bit silly. Create an NSObject subclass, give it a NSURLConnection and a block ivar. Set it as the delegate of its own NSURLConnection. Setting up a "store" object that handles the preparation of NSURLConnection instances is also useful. Have the store keep track of all working NSURLConnections (which gives you the ability to cancel easily, too).

If you are using NSURLConnection out of the box and writing the delegate methods over and over again in every view controller or store object, you are doing something wrong.