I started applying Waterlox on walnut, before reading the need for grain filler. I however heard that people end up getting even coats on walnut after about six brush on. What I don't really understand is the sanding part which I read on another thread. From what I understand, you put on about three coats, even it out with sand paper, then put on three more. First of all, I don't really know if that's correct, and also don't know what grit to use or how much sanding is needed. On polyurethane, I used a couple of light passes with 220 grit between coats, and that worked well.