Sand the wood to at least 600 or 800 grit, apply the CA and sand all the way to 12000. I know that time is running out before Christmas, but putting a couple of layers of medium CA will build up the depth faster overall, but you will need to wait a tad longer for it to cure.
Let me clarify something here - Russ Fairfield has an excellent video out and he applies his CA with paper towel using the CA/BLO method. His method cures the CA almost instantly. You can repeat what he is doing a dozen times to keep building up the layers. For me, I found that I was using lots of paper towel and soaking more CA into the paper towel than getting on the pen, so I started applying two or three thin coats with paper towel and then using a rubber glove or non-stick flexible plastic applicator to apply medium or thick CA. I think this last way takes a bit longer for the CA to cure, but it is the trade off for me is using less paper towel and CA. I cannot get CA in more than one ounce sets here. The upside is that I do have a considerably thicker layer of CA than I get when I wipe on with paper towel.
You are RIGHT ON to practice. Most of the time, I get the impression from many people that they are much more interested in getting a pen out than developing the skill that goes with it. Time might be money, but money won't come unless the time is put in on developing the skill. Discipline! I can tell that we will see some great pens from you!