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CA Pen Finish mixed results

So Ive been in a pen turning mode for a while; Im having some fun with it, creating different designs on some slim line pens. Ive been using a few different finishing techniques as well. One is Shellac/Wax called Shellawax Cream. It is super easy to use, just put some on a paper towel and apply while the lathe is spinning. It creates a nice finish, not super glossy and has a good feel. Next I tried a friction polish, which is a lacquer based finish, in a semi-gloss. This is really easy to use as well; just apply to a paper towel and apply to the piece as its spinning. I like this finish as well, but I think I would like something with a bit more shine so I might try the high-gloss. Lastly, it brings me to the CA finish. Ive tried this a couple different way. First, I tried it by simply applying it to the piece and wiping it on quickly, letting it set, apply another coat, etc up to 3-5 coats. Then I let it dry for a while and then wet sand it up to 2000 grit. This actually came out really nice, but was a bit fussy at first. Next, I read about using BLO with CA so I tried that. That is really easy to do, but I dont seem get the nice high-gloss finish that I do with just the CA build up. Im applying BLO to the paper towel, and then CA over that. For some reason, it doesnt seem to build up as well. I would love some feedback on how others use the CA process; Ive watched a couple videos online about it, and read through some articles, but Im just not "getting it" so far, but Im going to keep trying.

The pen below was finished with the BLO and CA combination the I outlined above, it is made from Tiger Maple. It came out well, but I would like a bit more gloss finish on it. Im thinking I should have put a couple more coats on and then wet sand it. I will try that next.

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