When filling the grain when wet sanding I always make only one wipe "across the grain" with a tissue paper...I read that years ago in a book on stock finishing.
Reason being was to push the slurry into the pores with care not to make a slurry and wipe it all off. The key is to make a fast slurry give it one wipe across the grain.
Here's a new twist I learned from a fellow at the local woodworking store.
Instead of using steel wool or powdered pumice stone to rub between coats.
After the grain is filled I rub between coats with a 4000 grit Abralon pad wet with a few drops of mineral oil. (store the pad in a zip lock bag)
Dry any mineral oil from the stock with a paper towel then apply the next coat of oil finish....repeat.