Finishing (oil, wax, etc.) -- when exactly?

Hi there,
I'm near the end of my very first woodworking project of considerable magnitude -- a Mahogany bed, 2m x 2m (yes, 80 inches by 80 inches -- it's been *a lot* of work and *a lot* of fun).
I'm planning to give it a very simple finishing; something matte that keeps the natural look of this beautiful wood.
My question: is the finishing oil/wax/whatever applied after the whole thing is assembled? Or should I apply the finishing to the pieces before assembling? (I tend to think that the latter makes sense but it would be too complicated).
I'll be most grateful for any advice you may offer!
Thanks,
Carlos --
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Carlos Moreno wrote:

Either works just fine. If you are using a stain, keeping each piece near the same color/hue, you will want to pay close attention to how much you apply and how soon you wipe it off. But as far as oil, such as tung oil or Danish oil, you can apply it either before assembly or after. You will not want finish on wood that remains to be glued. But if the final assembly is mechanical (just putting the pieces together, then either method works equally well. One consideration is to think of any areas you will want finish and cannot easily reach when it is assembled, then finishing in pieces might be the best bet.
Philski
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I would add: If you have not used one of these oil finishes, pay attention to the directions on the can. It is very important to wipe excess oil off 20 - 30 minutes after each coat. If you allow tacky oil to build it will take a LONG time to dry. This seems especially true with Danish. Also, sand lightly after the first couple of coats and after each coat thereafter (220-400 grit).
Other than that oil is a pretty forgiving product the provides a nice finish.
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