Chestnut shellac sanding sealer
I tried a few different sanding sealers, but have found the Chestnut one to be the best of the bunch. It dries quickly (but not too quickly) and is a fairly light cut of shellac.
When I’ve finished turning something on the lathe I sand up to my about 800 grit and then apply the sanding sealer with a paper towel. Give it a few minutes to dry and then lightly sand with 800 grit again or 0000 wire wool. From there I go straight to wax polish and the results are beautiful.
It works great on non-turned items for sealing MDF and other woods too.