I’ve never been a big fan of wearing a glove while doing calligraphy or painting on a scroll, but I’m also not a fan of getting hand oils on my scroll paper either. Depending on the type of paper you are using hand oils can cause the ink or paint you are using to bead up on the surface of the paper. It seems to be more of a problem with pergamenata and real vellum and less so with bristol board and hot press water color paper.
If you aren’t using a glove, remember to wash your hands often while working on a scroll from layout to finishing (but make sure your hands are really truly completely dry before working on your scroll.) You can also put a scrap piece of paper under your hand to keep the paper clean.
If you do get hand oils on pergamenta or vellum, you can use pounce as a fix. Pounce can be one of a number of things (or combinations of things), but it’s some kind of powder that will absorb the hand oils. Some things used for pounce are calcium carbonate, which you can get from cuttlefish bone, pumice powder and gum sandarac. You can buy pounce commercially or buy the ingredients and make your own by putting it in a linen bag. The pounce is dusted on to the paper and then lightly wiped in to the paper. Then brush the remainer off into a trash can.
On pergamenta paper you can also go over the entire surface with a white eraser, and that will also pick up some hand oils.
Or you can try wearing a glove. I generally only wear one on my painting/calligraphy hand and try to keep my off hand off the paper or only on the edges.
You can buy gloves in a variety of places, Amazon has them as well as many drugs stores, but they aren’t cheap. Or you can look for stretchy gloves in dollar shows and use them. The third glove above is actually a toe sock I found in a dollar store. I tend to cut all the fingers off and use them that way, some people prefer to cut only certain fingers off the gloves. Experiment to find out what suits you best.