You can pretty much treat oil pastels like oil paints, which mean you can varnish over it. I would use a spray varnish, and not try and brush it, as that may smear some of it. But other than that, you should not have any real trouble with it. -- Starrpoint.
If you want to varnish your paintings with a glossy shine, you could use the spray varnish to stabilize the oil pastel and when this coat is dry, you could use a liquid glossy varnish. I always use Liquitex glossy varnish and it work very well. Just follow the directions on the bottle, use a soft synthetic brush. You could use a mix of glossy and matt varnish, but don't mix this just before using or mix them very very gently. -- Johanne Duchaine.
Sennelier produce an oil pastel fixative which creates a clear, glossy protective film on a oil pastel painting. The Oil Pastel Society has a short oil pastel primer on varnishing an oil pastel painting (in .pdf format). -- Painting Guide.