Painting Legs in Oil

First of all, I roughly painted in the knees and shinbones in a dark hue.  The strong light coming from the side made it easier to see where the knees and shinbones were.  So darks first, remembering that where the light hits the object, it is darker with more colour.  As it rounds away from the light, add some reflective colours - in this case, pink under the soft toy and orange against the next figure's leg.

Next, brush in your clean, highlight flesh tones on the light side, gently feathering them off into the darks. 

I then used a soft purple to further feather off the shadow colours into the highlights.  By going over my colourful, dark colours with this, it helped to grey them off and at the same time soften any hard edges.  It is hard to get a happy medium where you want edges (shinbones and knees) but want to keep them soft and round.

I am still painting the background as I move along the canvas, so that I can soften the sides of the legs while the paint is wet.  The edges of the legs have to almost disappear, using only shadow colours to round them off.