I love playing with oil pastels; melting, mashing, layering--depending on what I want to achieve. Sometimes I use them straight out of the box with pastel paper, but my favorite thing is to set them out in the sun until they get all soft and melty. Then I rub them into canvas board to see what happens. You can rub the color in with the pastel and blend it with your fingers. And if you don't like something, you can scrape it away with a knife, and start again. I've also found that using the knife can help mash the colors into the textured surface of the canvas.