The first ones I did were on paper bags.
Then I started carrying a roll of wrapping paper around with me. The outlines are done with either a brush pen or a good sized chunky marker. I like the thick dark lines you can get with them.
The latest oil pastel drawing is quite big. It's the little kumquat tree outside my living room window.
It's drawn on the opened out surface of a sturdy brown carry bag. (you can tell by the handles). It covered my coffee table, and I used a big brush and indian ink to draw the outlines.
My box of pastels is getting quite well used up now and filling in a large area with small pieces of oil pastel takes some time, especially when putting down more than one layer of colour. Also, I have yet to find a way to buy replacement pastels individually. I can just imagine a house full of all the colours I hardly ever use, because each time I use up my white, blues and yellows, I have to buy a whole new box!