If your intent is to use an oil based varnish as your final finish, there is no need to first apply a "Danish Oil". Danish oil is almost totally linseed oil. The linseed oil is what "pops" the grain. You can just apply a heavy coat of boiled linseed oil, let it set for 30 minutes and then wipe it totally dry. Let it dry for 48 hours and then apply your clear coat final finish.
Spraying oil based finishes is problematic. They dry so slowly that the overspray is a liquid. It gets on everything in the shop and forms a crust. So, unless you have a good spray booth to capture the overspray or can spray outdoors, you will have a problem. You also need the proper respirator to protect your lungs.