They will dissolve with whatever medium and thinners you normally use with oil paint.
However, you should consider them to be "fatter" than the paints due to the wax content.
The ratio of oil pastel to oil stick, which is paint, will influence drying, so you may need to frame the final piece under glass or plastic. It is possible to combine both media when wet, although archival quality will be compromised.
Use the colors that you will be using in the painting. Oil Pastels are great for different techniques, whether used on their own for drawings on paper or for mixed media work as they combine well with oil paints.
OIL PASTEL REGISTRATION
Oil pastels travel easily and are excellent for color sketching. The experience simulates drawing with oils, and the colors are bright, highly saturated and long-lasting if maintained correctly. They adhere to paper, canvas, wood, metal, and glass. They have little comparison with dry or soft pastels in look, feel, or technique. Sennelier oil pastels are richly pigmented and have a creamy consistency. Almost any medium intended for use with oil painting will work well with them, and you can get effects similar to most types of oil paintings using those mediums on canvas or gessoed hardboard.
OIL PASTEL PROFESSIONAL
Although Cray-Pas, the first oil pastel, was introduced in the 1920s, it wasn’t until two decades later when Picasso asked Henri Sennelier to create professional oil pastels, that the world had a truly new art medium. Oil Pastels may rank as one of the most versatile art supplies you can ever invest in.