The way I have been doing it, is to just paint the oil onto a small area that you will be working in, and then wipe it off with a paper towel. I try to wipe it all off. Of course some will still be left on the painting. So I am not using my fingers at all. A soft cloth could be used to wipe the oil off, as well as a paper towel. It seems to help the painting have more depth and softer edges.
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