One method is to use a small piece of the pastel and some solvent to create an 'oil paint' and with a brush complete the high detail components.
Oil pastel pigment can be manipulated with a brush moistened in white spirit, turpentine, linseed oil, or another type of vegetable oil or solvent. Alternatively, the drawing surface can be oiled before drawing or the pastel itself can be dipped in oil.wiki
I personally haven't used this method, but I watched my Great Auntie finish some of her pastel work with a brush and solvent. Here is a good explanation of how to use solvents and oil pastels: Robert Sloan - Thinner Wash