A little late to this, but as a turner, I learned about walnut oil years ago. It DOES dry and does not remain sticky. I use it almost exclusively to finish turnings. (I also use a 3-stage buffing and wax treatment for most, but the walnut oil is the base.) For woodwork that is not a turning, I would use a buffing wheel in a high speed flexible shaft.
I find it in my local supermarket. PURE tung oil is also good, but as noted above it must be undiluted with other stuff.