I have used danish oil on quite a few of my items, it gives a very nice sheen without being too glossy. Recently I finished a set of cheese plates for my wife, and applied the oil with a brush.
Not a good idea. When the brush is brand new, it loses bristles unless you go for some really high quality brushes, and they are expensive. After first use, the oil dries on the brush, unless you can keep it suspended in the oil (which I didn’t). When you then use the brush the next time around, tiny little pieces break off the bristles and stick to your work piece. You can try and get them off, but it’s messy.
I’ll have to see whether I can fix this by buffing the pieces, but right now they look untidy. So here’s the lesson: keep your brushes suspended in the oil or use a cloth (old shirts are very good, they have essentially lost all their lint a long time ago in the washing machine).