Fingers as other people say is an option though I find that if you do not have enough on the paper, it turns out kind of washed out. However, I find oil pastels very easy to blend on its own. Often they soften slightly when you have them in your hand. When you are drawing and coloring in, with pastels, you always want all the white spots of the paper to be filled in anyways, so you would need a sufficient amount of pastel on the paper. With the slight pressure you are applying to it, and the amount to pastel on the paper, you will see the different colors drag into one another as you use your second color near or slightly on your first color. Another way is to simply blend in layers; doing each color, overlapping one another in separate layers. So you would start with one color lightly, then the second color overlapping the first lightly and then repeat. After a few applications you get a blended look. It pretty much begins to blend as soon as you begin your second color, it begins to mute and mix with the first color.
I've used fingers and it looks good, it actually blends really well. It gives it kinda a smudgy look. Or you could use a soft paint brush, that would work also, but it wouldn't blend as well in my opinion.
definitely fingers but you have to make sure that the pastel is just applied and still warm and soft not hard.
Im very hands-on, I use my fingers, messy, but I love it.
How does it look when it's blended by fingers?