I have always enjoyed painting oils on paper, but never liked having to do the three layers of gesso (and having to wait for them to dry) before painting on the paper. I did quite a few ACEOs that were oil on paper. Plus I have so much watercolor paper around that I needed to do something with it!
Arches now makes a lovely oil paper that looks and feels like their watercolor paper. Let me tell you: it is great! It feels great, it holds heavier applications of paint, and can take some abuse. The only drawbacks for some folks may be (1) the absorbency, and (2) the inability to completely get back to the white if the paper. If these are issues for you, then it is likely not for you. These are not issues for me though.
I watched a promotional video about it, and the paper is durable enough to roll like loose canvas. Though I haven't painted en plein air with this paper, I can definitely see the potential. It is lightweight and easy to carry, and it isn't expensive at all. One 9x12 pad of 12 sheets is $7.98 at Blick Art. One 22x30 sheet is only $6.44 as you can see here. Arches Oil Paper - BLICK art materials
Now what am I going to do with all that watercolor paper lying around!?
Oil on Arches Oil Paper