Mike,

are you talking about trying to 'filter' the figure with the oils?  I've recently discovered vallejo's Panzer aces line, where they make a 'skin tone' set, it's a shade, a mid and a highlight, all in acryl.  That's what I've been using for a fleshtone, and then an oil sepia wash for the skin, and a slight oil umber wash for the details (eyes and so on) but then again, I'm working in a 48th, so I'm not really so tight with the detail, though the figures do come off nicely.  I find picking carefully the wash colors works nicely (not just black), but I guess it depends which scale you're working in and how much detail you're trying to put in (actual eyeballs or just dark spots to represent the difference).  

If you're trying to 'filter' I would assume you're working in a much larger scale.  Personally, when I'm filtering, I gloss with acryl, apply 'dots' of the filter color with a toothpick tip, and smear that out slowly with a paintbrush.  The gloss (or at least semi gloss) helps keep the 'filter' color from covering the whole piece.  

Hope that helps at all.

I was thinking more along the lines of the methods described by Shep Paine where you lay a base of acrylic then lay a shadow, mid tone, and highlight next to one another with oils and feather the edges.

Funny, I was never able to replicate the results I saw with Shep Paine and others did with oils. It always looked perfect when wet and then when it dried you could never see any differences- looked like I'd painted them with the same shade all over. So I went with deliberately over the top painting and the results looked like a clown. Then I gave up and started painting with acrylics. I still think oils look better on larger figures but I never had much luck with them.  

Mike, there's a tutorial on Youtube I've found useful for demonstrating basic oil shading/highlighting over an acrylic base. It's by artist and figure-painter Dave Youngquist, and although it's nominally about painting horses, the basic technique is applicable to a lot of other things like clothing and fabric. (Just think uniform buttons instead of eyes, and wrinkles instead of veins.)

http://www.youtube.com/watch?v=5S2fpoCDtAI

For me, seeing it done is better than reading about it, and seeing how relatively simple this guy's technique is gave me a lot of confidence to practice it myself. Like everything, there's a learning curve, but this one's pretty short.

Found this some time ago and perhaps it may be of some use?

www.missing-lynx.com/.../mbheads.htm

The key, I have found, with using oils with ANYTHING is to keep your layers thin.  In fact, while watching a Michtoy video on Youtube I saw a good tip...the guy used a piece of cardboard as a palette for the oils.  The cardboard help suck some of the excess oil out of the paint which left you with more pigment that is not as "slippery" and thus went down better in a thin layer.

Are you using artist quality oils? They are a lot pricier than student quality and have a much finer pigment. I'd suggest taking a look at this link since you're already using some acrylics: www.acrylicosvallejo.com/.../36

Many of the top painters have made teh switch from oil to Vallejo for figure painting.