Hi Guys,
When it comes to shading, I usually do it really at the end. No special product or oil. I Mix Vallejo smoke and black glaze, very diluted, I paint the whole figure in one side, let it dry, and then repeat the process for the other side. When drying the figures must be laying down, otherwise the effect gets messy, with the wash concentrating on the bottom of the figures (this might actually be useful for dirty looks).