Their are a number of options when dealing with oak.
1) Oil only. Try applying while sanding with water proof sand paper. Then let set for about 6+ hours and wipe the film off before continuing. (Tung, BLO, Mineral oil, I need to try walnut; I have all, but experiment on scraps before choosing.)
2) Gel stains. Works great. General Finish has a big range of colors.
3) Oil based stains. Again I prefer GF.
4) Water based stains. They are great for making your own colors. You buy the tint and mix with water. So you can control the richness of color.
5) Special handling. With Oak, because of the deep open grain, you have some special characteristics. You can stain the oak a dark stain which will absorb into the grain. Then sand the surface, this exposes the grain. Then you can staind with a lighter different color stain. This will pop the grain and give contrasting colors in the oak.
I have done all these on furniture in the past. Yet to try on pens, but oak is oak.