I can explain many different techniques for using soft pastel, but I cannot actually teach and show you anything other than the way I do it, myself. So, if you want to see how I paint, I'll show you here.
The first thing I do is whack off a piece of Wallis (I buy it in rolls- but you can also get it in pads from Jerry's or elsewhere) and then I tone it. I try to use a colour and/or value and/or temperature which is the opposite of the overall feel of what I want in the finished work. For instance, if the final piece is predominently warm, I would tone the paper cool, and vice-versa. If the piece is very light or very dark, I might "help" myself by toning it light or dark rather than the opposite, but generally I've found using some sort of contrast in the toning step is helpful. For this piece, I chose a dark grayed-green- olive very drab.

To tone your paper (and this only works well on Wallis as far as I know), attach it to a backing board, and, using the side of a NuPastel or other hard pastel, quickly cover the entire paper's surface- don't worry about neatness, but make sure you cover it well. Then, using a foam brush, scrub that pastel into the paper's surface- all over- until it is nice and even and you have a big pile or three of powder. If you aren't outside yet, I recommend you go there now, because next, you want to tip the paper up, and brush the pastel off the paper- just brush all that loose stuff away- and hope you're not standing downwind. Brush, brush, brush until pretty much no more pastel comes off. Ta-da! Now your paper is toned!
You'll note I used a more ochre green on the left when I toned this piece- that's because the left side of this painting will be lighter when finished, and contain more blues and purples. I have also toned pieces with three or four different colours, allowing them to meld and blend in areas, so when finished, I have a sort of "tonal map" of the piece. It works, but I can't tell you it is worth the extra effort.
Now the best part about toning your paper isn't just the colour/value- nope. The best part is, using your extra soft thin vine charcoal to sketch in your elements is easy-peasy because if you make a mistake, you can use a watercolour brush (like a flat or bright) to brush right back to tone!! It's so easy to wipe out any mistakes, and there aren't a bunch of distracting half-there lines to catch you up. True, you can use an eraser, but that's an awful lot of work, the gum erasers catch in the textured surface, leaving little bits of themselves behind, and the kneadables really get dirty fast- plus all erasers leave some residue; by using the paintbrush to brush away mistakes, you miss out on all these little frustrations. As you can see in my drawings here, even though I used a modified grid for placement of objects, I was quite liberal with my use of the brush- but- the drawing is clear and concise despite my earlier errors in draftsmanship.

Now me, I'm messy- I lean onto the painting surface, I smear my wrist and forearm on it, I generally make a mess of things, so I usually work top left to bottom right, with one small exception: I lay in my background first. Laying in the background early is important because your objects- your "players" will be bouncing off that background, so you need to be able to gauge, the whole time, how your various "things" are appearing against their backdrop. For this piece, I want a dark, not-quite-green background, so I choose two or three dark green, and a dark purple. Why purple? Because it contains enough red to "gray" the greens without lightening them, and still allow them to BE green (because of the blue in purple). S'okay- read it again, slowly: Purple is "made" of blue and red; the red will "gray", or decrease the chroma of, green, but the blue will kind of reinforce the "green flavor", so the resulting hue will "taste like" green, but will not sing out "I'M GREEN!!" too strongly. Understand now?
So over and over and over I go with my greens and that purple- I layer a green, a purple, another green, and then I look and see what I'm getting: Is it too green? Does it need to go darker on the right? Lighter on the left? If I must- and I do mean must- I will lightly blend the layers there, and then layer more over the top without blending- blending the first few layers often gives me a "flat" toned-like area to work with, allowing me to see where I need to go darker, lighter, or lower chroma'd. But be very careful blending- pastels look best "raw", so their natural crystalline structure catches the light correctly.
Work your background right on up to the edges of your main shapes- you can even go over the lines a bit because- you can brush it right back to tone and shape!! For someone like me, this is a godsend- no matter how precise I may WANT to be, I'm quite, ummm... careless once I get going. Plus, I've found that often going over a line or three will actually show me, once the background is all in- where any mistakes in the draftsmanship might be. Seems like if I was just a little bit off, and then I go over the line, it now looks a whole lot more off- and I am more apt to catch the mistake.
Okay- I'm going to take a break here- I'll finish this up tomorrow, I hope.
Welp, it's tomorrow- didja miss me? I've been busy trying to garden- not an easy task for someone with black thumbs. My plants usually hang in there, a few die, but most just hang on, not thriving, certainly, but not exactly dying. They just look... tired. I am now, too!
But anyway, for this piece, I've laid in the background, carved in the flowers and leaves, and gave the flowerpot a go:

One disadvantage of digital cameras is their poor ability to pick up nuance in, especially, the primary colours. The cyclamen blossoms actually contain a great deal of maroon and wine reds, but the camera is not picking them up. However, the camera DID pick up the lavender blue used on the leaves- an odd choice, wouldn't you think? Let's take a closer look there:

You'll note the leaves are pretty much just a non-descript "dark"; I used a very dark green, brown and blue, and then came over certain areas with a slightly lighter dark green to show form. Then, to show where the light was hitting, I used a medium light lavender blue just gently skimmed over the layers of darks. In a very few areas (and I do mean very few) I used a finger-press blending technique to fade the highlight back "naturally", but otherwise, if you were to see this piece "in real", you would see that lavender glazed like dribbled icing in places. You'll note the flower stems are highlighted, not in the lavender, but in a lighter yellow green- it works, and is effective, but cyclamen leaves reflect a cooler light than the stems do, so the lavender was the way to go for the leaves. On the flowers, I used a light pink, as you can see, just skimmed over the reds in a few select areas.
Now that my topmost item is in, I move back to the left of the work and paint the fruit and milkglass bowl. I want the fruit to be bright and colourful, so I *pop* it out by utilizing complementary colours in the darks: Against the red of a pear, I layer in a very dark green in the shadowed area, then skim over it with local colour, and the same with the grapes and nectarine. That nectarine, by the way, appeared almost magically- I wasn't sure I could get all those colours in there correctly, but somehow, a deep maroon, purple and the darkest orange I had gave me the form, and after that it was easy to skim in a bit lighter arange and brighter red. It is carefully highlighted with a cool light pink.

The shapes within the milkglass bowl were complex- shadows from the fruits inside, reflected colours and the glow of the milkglass itself all gave me fits for awhile. It seemed the harder I tried to be accurate to what I saw, the less the piece looked like what it was. I finally followed my own advice to students who encounter this problem, and "put the reference away and painted the painting". Think about that for a minute: We are always told to "paint what you see, not what something is" and that is usually excellent advice. But, if a part of your work is giving you fits, sometimes the smartest thing to do is to quit looking at the reference for guidance, and start examing the painting for what it needs. Stand back and just glance at it and look away- often, the "problem" will jump out at you with this technique. Another thing to try is to turn the piece to a mirror and look at its reflection- that one will almost always show you what is wrong and where.
You'll also note the little "halo-like" areas around the bowl? That's the wonders of toning again- using my flat watercolour brush, I could clean up all the edges easily which was helpful because such light values would make any darks going in nearby turn "chalky".
Still working left to right, I continue to paint each item. I ended up brushing out that little lacey doily four or five times before I finally decided accuracey-schmaccuracy and simplified the shapes- you wouldn't believe the odd shapes and shadows that crotcheted circlets can cause!! In those, I used a medium cool gray, a very light blue and a very light cream- a Sennelier, I believe, that I call "sunshine white". I would lay in the shape of the circlet, then go back in with the lights in strokes which followed the texture of crotchet, then highlight and go back in once more with a dark NuPastel edge and place a few "holes". Seemed to work.

Note the reflections of the crotchet on the long oval dish- little things like this make the work seem "complete".
Here's a close look at colours used:

You can see how dark the grapes are starting out there- nearly black; that's the very dark green by Sennelier, with a dark purple glazed overtop. Those darkest darks appear black, almost, until you lay a complementary colour nearby- and then you can see the hue in them.
Starting on the little milkglass bottle now, using a medium-valued gray blue, and a much lighter blue:

The secret to the bottle is to get the forms in with those two lvalues, and then use other hues in the same values to create colourful grays. As you can see in the finished work, the milkglass appears white, but is actually made up of many colours:

There's pink in there, and green, and even some oranges, because milkglass is highly reflective, and has it's own sort of opalscence. The technique is to use many lightly-glazed layers of differing hues in the same value, a light, light touch, just skimming the colour over the area. I used a Schminke white only for the highlights, laid on last- and looking at it now, if I had it here again, I'd lose that right edge a bit more by glazing in some of the dark green-purple-gray background. (Part of that appearance, though, is also the function of digital photography: It isn't very good at picking up subtleties; instead, it kind of "averages" everything in an area, and says "Good enough").
So that's how I work, usually. If you have any questions, feel free to ask, you can use the comment form found on the links page. Thanks for coming along for the ride with me.