Can I use a comparative adjective as a noun, as in the following sentence: "The older told him to stop."
Or do I have to use "one", as in: "The older one told him to stop."
Thanks in advance!
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One can say "The older told him to stop" only if the noun that is being implicitly modified by "older" has been mentioned previously and is sufficiently salient.
Your sentence is an example of ellipsis, i.e. "the omission from speech or writing of a word or words that are superfluous or able to be understood from contextual clues" (here).
Ellipsis only works if the omitted word or words can be gleaned from contextual clues.
In short, the answer to your question depends on the context.
However, that you'd be comfortable using "one" suggests that context would be enough to leave if off.