Several years ago, I got heavily into woodturning and crafts woodworking. A back injury followed by a slow, painful recovery from surgery prevented me from enjoying it for well over a year, and I've never gotten back into it.
Back then, I had a customer who wanted his bocote duck call to look like natural wood. I used Danish Oil, which we discovered tasted awful for months afterward when you put the call to your mouth. On the next one, I used a blend of mineral oil, beeswax and carnauba wax, even though the cocobolo on that one didn't really need anything, or so I thought. Turns out, this guy cleaned his calls with alcohol after each day of hunting, so the wax/mineral oil blend had to be reapplied or he'd eventually strip the natural oils from the cocobolo. I ordered some pure tung oil for the next call, and it looked great, was tasteless and impervious to alcohol after fully curing.
In the early days, I tried shellac/carnauba wax friction polishes (very poor durability) on my turned items, and synthetic varnishes (looks and feels cheap) on crafts and knick-knacks. I eventually settled on lacquer or Danish oil for the crafts, depending on the effect I was going for, and finally mastered applying CA glue finishes to pens. I replaced my Danish oil with pure tung oil after trying it. But, when I ruined it by accidentally leaving the cap loose for several months, I went back to Danish oil because you can't get pure tung oil here locally, and I didn't want to pay shipping costs again.
For a thicker film finish on larger turned items like bowls and vases, I was constantly testing various products and concoctions of varnishes, tung oil, and raw and boiled linseed oil on pieces of scrap, sometimes rubbed out with mineral oil and rottenstone after curing to see how they reacted.
I then discovered Tried & True Varnish Oil, which is a simple, old-school formula of linseed oil and pine colophony resin, but it's amazing. It pops the grain extremely well, has a gorgeous matte finish and feels really nice. But, it's expensive for what it is and dries extremely slow, though I suppose you could add some Japan drier if you desired. On really oily woods like rosewoods and certain other tropicals, I first washed with naptha and applied a sealer coat of 1.5 pound cut dewaxed shellac before applying the Tried & True, and it turned out perfect every time. It's really good stuff.