Here's a process for applying Danish Oil. It is based on a woodworking article of wet sanding on open pored wood.
1. Prepare the wood by sanding with coarse (100 grit), medium (180 grit), and fine (240 grit) sandpaper. Make sure to wipe off all sawdust after sanding.
2. Apply a generous amount (almost flood the surface) of Watco Danish Oil to the surface.
3. Over the years I have found that it is better to use 320 grit silicon carbide wet or dry paper rather than 600 grit. The 320 grit paper will create the paste quickly and the paste will fill the pores better. Immediately after the Watco Danish Oil has been applied (while it is still wet on the surface) wrap a piece of 320 paper around a sanding block and start to wet sand with the grain. Continue to oil and wet sand until you feel enough of the paste has been worked down into the pores.
4. There will still be a substantial amount of paste left on the surface. Don't wipe it off right away. Let the surface dry for about 10 minutes, and then wipe off the excess paste using a lint free rag. Wipe against the grain, trying to cut the paste off at the surface, this way the paste in the pores will remain and not be pulled out. Let dry overnight.
5. Before you continue, there may be a small amount of paste that is still on the surface. This needs to be removed, if not visible now, it will be when you apply additional coats. Because this has dried overnight, you will need to sand it off. Take another piece of 320 grit paper, wrap it around a block and DRY SAND lightly with the grain. You need only to take a few passes, just enough to remove any excess paste that has remained on the surface.
6. I have also determined that in most cases wet sanding need only be done on the first application. Therefore, you need only wet sand once (in step 4). Now it is just a matter of applying additional coats of Watco (without wet sanding) until you achieve enough protection and the desired sheen. Usually I apply three to four additional coats after the first wet sanding coat. I let each coat dry overnight and very lightly scuff between coats with 0000 steel wool.
7. After the last coat has been applied, I let the finish cure about 1 week and apply a coat of quality paste wax. That's it. Try it, I am sure you will be very happy with the results.