I spoke with Dick Blick Customer Service when I discovered the Sennelier Pastels never dry. Here is their response:
Sennelier Oil Pastels are made with mineral oil and wax; they will NEVER dry, no matter what you do with them. The only solution is to spray with either GOLDEN Archival Spray varnish, which will sort of fix them in place, OR Sennelier’s fixative, item #21700-1004, but this is very expensive – over $20. And even with this, they recommend this be on the top layer, not underlying additional paint.