Ash, roasted or otherwise, is a pretty open-grained wood. If you don't fill it, you'll be left with a fairly rough grain that'll collect body oil, dead skin cells, dirt, and various other grunge and eventually look like hell.
True oil is a polymerized oil that needs to be applied in thin coats. If you apply enough to do any filling, it won't cure well, if at all. It's not a highly durable finish to begin with; you certainly don't want it to not cure.
So, if you wanna oil it, I'd highly recommend grain-filling it so you have a level surface that'll take about a dozen even coats.
Grain filler, if you're not familiar with it, is not like the "wood filler" you get in a can for repairing dented/gouged/damaged wood. It's much thinner, about the consistency of latex paint. You spread it on, scuff the excess off with a hard squeegee or a wad of burlap, wait for it to dry, and sand it smooth with some 320 grit. For something as porous as Ash, you may have to do that twice or three times before the surface is good and level.
At that point, you can start with the dreaded true oil. Thin coats. Wipe on, wipe off. Takes about a dozen coats. Finish will look great when you're done. For a little while, anyway.
Also, never
ever use steel wool on a wood finishing project unless you're some kind of self-loathing masochist hell-bent on personal suffering :laughing7: