One technique used for CA finish on open grain woods is to apply one or two coats of thin CA as a sealer (these dry very fast, almost immediately when applied). Then, using medium or thick, apply using 150 or 220 grit sandpaper as a sander/applicator. The idea is to sand up a slurry while applying the CA. The slurry will fill the open pores with same color wood sawdust. Two important things to understand with this technique:
1. The type of CA used must dry a little slower, which allows for the slurry to occur and fill in pores before the CA sets up.
2. After this step, the turning will look like a big mess...it is! After this layer has hardened, you go back and sand it down to the wood. You do need to give this slurry coat time to cure, otherwise, if you sand it back too soon, what remains in the pores will continue to cure, and sink down slightly at each pore. That defeats the purpose. What you have at this point is all the pores filled, and you are ready to proceed with your normal steps of CA finish.
What you have done with this process is fill all the pores in a single step (following the initial seal coat). This allows you to quickly move forward with the finishing process leading to a smooth surface finish.