Can't remember if this was my own idea or not, but it works pretty well (prefinishing shelves)

I'm making a shelf unit to hold CDs - lots of them - in a relatively small space. That means lots of shelves mounted close together, which would be a drag to finish after assembly. So I'm prefinishing all of the interior surfaces of the project, including the tops, bottoms and front edges of the 13 horizontal parts (12 shelves plus a "top").
Here's how I'm doing it:
http://www.flickr.com/photos/gdguarino/11023539026/in/set-72157637538534446/
I put two finish nails into each end of each shelf (pre-drilling first). Then I clamped two long slats of 3/4" ply scrap to the work surface, just slightly further apart than the shelves are long. This allows me to suspend the shelves slightly above the work surface. I apply a coat of finish to one side (and the front edge) and then (after removing the excess) flip the pieces over , using the nails as handholds.
I honestly can't remember if I thought of this myself (during my last project) or if I got the tip here. Either way, it's really working nicely. I'm curious how you "old hands" would do this.
I'm giving a BLO/Poly/Thinner mixture a try, which doesn't seem to pick up much dust, but I'm doing the shelf tops first anyway, so the more visible surface will point down while they dry.
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