Thanks Beaufort for the detailed explanation/steps - all makes perfect sense and I have already done a few pieces where I used CA to a good effect with a similar technique of continually making it more and more fine.
I have been sanding both with the lathe turning and as you say with it off to remove the radial marks, going along the grain. I think I'm being too heavy handed partly.
Interesting point though about the oak being an open grain wood. I hadn't thought in this respect that it might be better to have it like that.
Part of the reason is that a guy has asked me to make 5 oak pens basically the same as a photo he saw of an early one I'd done (my first one actually). So as I was turning and finishing them I thought, he's only seen the pic and won't realise that the pen in question had a texture to it because of the grain and might not want that. But really I should of course clarify this with him first.
So I'll do one of each maybe and let him see which he prefers, then go with that.