After every video I make where I talk about how I finish my scroll saw projects I get emails about Lemon oil. I have always used lemon oil to finish my projects. I buy Formby's Lemon Oil Treatment from my local grocery store. It's with the furniture polish and other cleaning products.
I buy enough to half fill a plastic tub then I just dip the project. I then shake and wipe off the extra oil. This really brings out the natural color and grain of the wood.
The lemon oil does not protect the wood so I usually apply a spray lacquer for gloss and protection.
Dipping the project makes getting in all the fretwork easy and quick.