How Can you sand oil paint off the wall?

easy. Oil based paint is very durable when cured. This makes it "easy" to sand because the paint powders up quickly unlike latex paint which remains more flexible therefor gumming up normal sandpaper.

It is unusual to find interior walls coated with an oil based paint, it is normally found on interior trim, doors, and cabinetry. If you are wanting to paint over the oil based paint, you can use a liquid de-glosser to prep the walls and paint directly over the oil. If it is a major color change, use a primer tinted 50 percent strength of the final color. Like they said-"easy"