What oddities are quest items or shouldn't be sold?
Solution 1:
Oddities are indeed vendor trash, however, some of them might be marginally useful in some situations: For example, Chromavulum can be used to help you solve the colour puzzle in the Order of Truth. This doesn't mean you won't be able to solve this puzzle without it.
Solution 2:
None. Oddities are by definition items made to be sold. They are what is vendor junk in other RPGs, they just made them more flavourful in this game.