Soaking out some excess oil before you make up the wash will certainly help, but some pigments tend to promote a gloss finish far more than others (compare one of the phthalo blues with French Ultramarine for example). Thinning heavily will also tend to make for a wash that dries matt, because you're spreading the oil binder out very thinly. The surface you apply the oil to also has quite a marked effect, if it's quite matt to begin with you'll have a much easier time of it compared to working on something much smoother.
Forcing drying using heat (under a lamp, in a hot box etc.) for a few hours also helps ensure matt drying with oils, even if not diluted.
Einion