Oh? Where can the glycerol/formic acid procedure be found?
When heated, glycerol reacts with oxalic acid to form the ester glyceryl oxalate, which upon further heating decomposes to CO2 and glyceryl formate (the formic acid ester), and this then in turn dehydrates to allyl alcohol.
So - if formic acid is just as easy for you to aquire as oxalic acid, then by all means go for formic acid directly, and save yourself a potentially yield-lowering step.