Just a couple comments that may or may not be relevant to the original post. First, if one is going to topcoat a project and you want to use an oil first, I would suggest using BLO (full strength or thinned) instead of Danish oil. There is no real advantage of having the slight bit of varnish in the Danish oil, if you intend to top coat anyway. The downside to plain BLO over Danish oil may be a slightly longer cure time. Most recommendations are to let it dry several days to a week before handling or top coating. Your mileage may vary.
Also, depending on what you topcoat with, the oil step may also be unnecessary. The attraction of oil is that it darkens the grain, making it pop by imparting a bit of an amber tint. If you are top coating with a similar product, like varnish or poly, they already contain oil, so they will accomplish this step, without the separate oil step. Lacquer and water borne finishes go on more clear and don't have the same grain popping quality as oil, so you still may want to apply the oil first, as a colorant. Just be sure to allow the oil to cure sufficiently before applying anything over top.
My preferred finish for scrolled items is sprayed shellac. It imparts a similar amber tone to the wood, accomplishing the same thing that the oil does without the extra step. It also dries very quickly, with no lasting odor. It's easy to spray and I can even get inside most frets without the excess build up that you get with heavier finishes like poly. I've never tried dipping in shellac, but I know that others on the forum have advocated that method.