Not every finish allows it of course but I find that using a cloth for application always works better than brushing. It means a lot more coats because of the thinness, and also more control for the same reason.
I’ve no experience using a spray gun for this kind of thing.
Thanks! Used a satin varnish in the end which I regret a little, it didn't really take it up very well. Used briwax for the holes which worked nicely