I always experiment with exotic woods before buying a neck or body. Bought a Wenge board from Rockler and it was definitely as you describe right from the store. I started sanding at 320, all the way up to 3000 with Super Assilex and Buflex and Man it is like glass. You can obviously still see the open grain, but not feel it. I like highly burnished necks with no finish, and this definitely doesn't need a finish. A little work and you will love it, it's for sure on my list for a future build.
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