I use thin to stabilize shaky woods. I use gel on the inside of the blanks. I also use the thin to make a slurry. I tend to use mostly medium as a finish, but it can vary by the wood.
I noticed that I can't use Rockler's thin CA with the 2P10 accelerator. Strange things grow on the pen ..
I start my finish with 2 or 3 coats of thin, wet sand with 400, wipe with DNA apply 2 or 3 more coats of thin, wet sand again and apply 2 coats of med,
I use 2 coats thin 2 coats med and 2 coats thick. Sand, a coat of friction polish and top it off with wax. I've seen pens I made 3 years ago and still looks great.