Finishing walnut veneer

Hi everyone,

I have some walnut veneer on plywood substrate which I purchased. I have noticed that it has "gouges" in some parts. They almost look like tear out that would you get form a bad hand planing job, but may be somewhat natural to this type of veneer.

https://www.woodworkforums.com/attach...d=338757&stc=1

I am at the point of applying a finish but I am not sure how to approach it. Should I try to fill the grain with something first? If so, what? Would an oil, shellac, or poly based finish work best in this situation?

The piece is a pair of bedside tables. Thanks for any advice you can provide. :)

Cheers,
Af.

For reference, the longest tear-out section is around 1" long.