I use a thick, acid free matboard paper that is approx 3mm thick (330 gsm or heavier recommended). It is available in large sheets of 81 x 102 cms (32 x 40 inches), which you can then cut up into smaller sizes. You can purchase this in any colour, this is because I apply a pastel primer to the paper which covers the paper surface.
I apply Art Spectrum Colourfix Primer onto my matboard using either a paint brush or small roller. This is a fine tooth, quick drying acrylic primer which bonds aggressively to practically any clean, dry surface. There are 20 colours available in 250ml pots. The sandpaper surface gives the pastels something to grip onto and you can add several layers of pastels without clogging the paper.
Art Spectrum's Colourfix Primer
Art Spectrum's Colourfix Primer, Smooth