You can use Nuln Oil to darker already dark skin, no problem. I'd however avoid it on lighter skin in favor of reddish and purple tones (and use these only sparingly so as not to get too much contrast in there as that might look odd).
I paint light skin the following way (sample in spoilers):
Solid layer of Kislev Flesh
Solid helping of Reikland Fleshshade
Then stippling the following;
Kislev Flesh
Flayed One Flesh
Pallid Wych Flesh
You probably want Flayed One Flesh as the base color that stands out the most with the other paints for shading and highlighting on the lightest (living) human skin. Any more emphasis on Pallid Wych Flesh gets you into unnaturally light territory, so you would want to apply that more heavily for Failbaddon and similar.
If you felt so inclined, you could add a final layer of white, although I would be careful about that because even though Pallid Wych Flesh is an off-white that in isolation looks white (to mine olde eyes anyway), it's still has the tiniest touch of rosy warm color to it. If you highlight with white, you'll get a very different look. You should probably add it only very conservatively.
After the second layer of Kislev Flesh it is easy to insert other colors to shift the skin tone of select areas, like if you want rosy cheeks on Failbaddon it's easy to put a bit of red wash on there before continuing. Or darkening or inflaming the skin around cable ports. Stuff like that.