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On furniture (dark timber) I use shellac as a sanding sealer then fine sand, on boxes and turnings I rub in and polish Feast Watson sanding sealer then U- Beaut EEE followed by Canubra wax or on some small items spray lacquer over the polished sealer makes for a very easy lasting finish.
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To get a smooth glass like finish, open grained timbers need to have the pores filled before applying a top coat, irrespective of what the top coat is. In days past, the filler was made from turpentine, talc and a colouring agent to match the colour of the timber being filled, not suited for multi coloured projects. A "clear" grain filler (sanding sealer) is used for projects with more than one colour wood. Colouring of the wood is done before the application of the sanding sealer. Sealing the wood first will prevent uniform colouring. I use a sanding sealer often as it does dry clear.
Not all timbers need a sanding sealer. Pine and Queensland maple, (and many others) don't need a grain filler. Northern silky oak and red cedar (as well as many other open grained woods) may need two or more coats to get a gloss finish.
Usually a high gloss finish will need a filler but for an oil or wax finish, no filler is necessary.
Hope this makes sense and helps.
Jim
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Jill to answer your question have a read above powderpost, pretty much covers it all