The basic procedure for applying Tru Oil is to lightly sand (with a very fine grit) between coats. This takes the finish back to the wood, or close to it, to fill the pores without building up too much thickness. Their slogan is/was "the filler is in the finish". Birchwood Casey's instructions for the oil are pretty good. Wet sanding with a thinned finish is a different method to create a slurry of sanding dust and fill the grain in one or two coats. Google around for instructions on that.