I love questions like this! I read through the entries in the Lexicon and the HP Wiki and both suggest Occlumency is more of a mental skill, the act of closing one's mind to others' intrusions. In the HP Wiki, Snape is pictured using a wand, but that was him attempting to look into Harry's mind using Legilimency. Whether THAT needs a wand, though, could be up for debate.
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