On open grain wood like Red Oak when I use them, I apply a coat of BLO then some medium CA on a piece of 600 to 1000 grit paper. The paper removes a small amount of the wood and along with the CA deposits it into the open grain giving a good smooth fill. Let that set, sand to 600 and apply the finish as usual. BE SURE TO USE THE WHITE OR VERY LIGHT GRIT PAPER, THE DARK GRIT LOOKS LIKE CRAP IN YOUR PEN FINISH. DAMHIKT either. This works for me, but as always YMMV.
Charles