I was asked about finishing delicate fretwork. Ask ten scroll saw artists how they finish their work and you will get ten different answers. I am allergic to varnish, lacquer, and shellac. I also use my dining room table as my wood shop. This means really flammable stuff is out, particularly during the summer when it is 100 degrees outside on the porch.
I read in one of the scroll saw magazines that you can finish the wood with mineral oil. It is odorless, nontoxic (important when you have noisy dogs) and available at any drugstore or feed store. I tried it and it looked nice. So I got an empty 5 gallon bucket and poured three gallons of mineral oil in it. I got the gallon jugs from an online farm supply. This is much cheaper than buying it a quart or pint at a time.
I have a metal colander that I put small things in and submerge them in the oil. Then I hand the collander from the sides of the bucket by the handles and let the oil run off the pieces for about 15 to 30 minutes. Then I polish them with a cloth.
For larger pieces, I dip them in the bucket and let them soak a minute or two. Then I lay them flat on a cloth for 15 minutes or so. I take the piece and turn it over and put it on a dry piece of cloth for another 30 minutes. Then I carefully polish it out.
For the occasional really special piece, such as the Phoenix and Dragon, I take it outside and use boiled linseed oil to finish it. I am fairly sloppy so I get all the crevices good and oiled. The wood soaks up the oil and starts to shine. I give it 30 minutes or so to soak up as much as it will, then very carefully rub it out. The cloths with the oil on them must be laid out in the sun with no folds to catch fumes as the fumes will spontaneously combust. Nothing else has the same look and feel, and smell, of a piece of wood treated with boiled linseed oil. It seems to glow from within.
So, that is how I finish things. I know others put a layer of varnish or shellac on their pieces, but I have never been able to make that work. All I end up doing is ruining a nice piece.