What you are describing above is a dot filter. I've had the best success when I've applied the paint to a bit of cardboard as a palette and given it about ten, fifteen minutes to soak away the excess oil, thereby leaving mostly pigment. Next, a small dot, and as you say, a lightly damp 'thinner' paint brush. I personally dab the 'thinner' paint brush out on a paper towel and then test against the back of my hand. When it leaves only a slight amount of sheen, I gently wipe, as I don't want to remove the oil paint, but smear it. I use a large fan brush for this purpose.
If you are looking for a pin wash, or panel line wash, I again set the oil paint on cardboard, allowing the excess oil to soak away. I mix the pigment with turpenoid until I have something about the consistency of a cup of coffee, and then apply to panel lines, letting the capillary action carry the mixture along the lines. In other words, a light hand. Excess can be wiped away with turpenoid as described above.
It all depends upon the look you are aiming to achieve, and this is only my technique, I'm sure everybody has their own. I'm also sure you'll have to find what works for you. Personally, I use both techniques over a gloss coat, especially the pin wash. As I'm still experimenting with dot filtering, I use it over a gloss only in case I make a mistake, it's easy to clean away. This being said, I think dot filtering 'bites' better into a semi gloss or matte coat, I'm just a little scared to try that.