I like to use raw ( un- boiled ) linseed oil.
You are best buffing it back off within about 2-3 minutes, to get the best effect, without any residual stickiness. Great for darkening and adding lustre to rosewood, but I still use lemon oil ( presumably with some distillates ) to give a general clean up to and round the nut and frets e.t.c. This lemon oil gets removed quickly - and is often applied with a cotton bud stick anyway - so the raw linseed is the only oil that gets ( briefly ) left to penetrate before polishing.