I personally avoid using dyes or stains on wood pens because i want the natural look of the wood to be front and center. Especially with a lot of woods that will change over time. If I want a specific wood look, I'll use the actual wood (pen blanks are cheap enough) rather than try to make a lesser wood into something it's not. But that's just me.
I do find that a finishing process including oil in some form will pop the grain on many woods. But some woods will darken so much with oil that they lose all their character. If you are making a pipe and not a pen I can't see how using oil would be a good idea, but for a pen blank it would be worth trying. I would finish a scrap piece and put it in the sun for a couple days to make sure I didn't get an unpleasant surprise. That's what I would do anyway,
I've done a few pens in briar burl (being a pipe smoker, I enjoy the wood). I did a CA/BLO finish and they came out great. IIRC I sourced my blanks from Vermont Freehand. One of these days I'll try my hand at making a pipe from the briar ebuchaun I've had squirreled away for years.
PS I'm assuming you are making a pen--of course you don't want CA or any possibly toxic finish on a smoking pipe.
Thanks guys, for the tips. Some good ideas there. After reading them, in this case I decided to use a Minwax Honey stain to make the grain pop a little more (and yes, it is a pen and not a pipe). I've followed that up with a few coats of WTF and a final polish with Renaissance Wax.