Nice work. I commend your perseverance. I've been having a similar experience on my ES-3 build where despite having multiple coats of lacquer applied over several years (and then sanded flat), I'm still getting grain lines showing up. And that's on basswood that shouldn't be like that.

You could try staining the pickup covers in a tea solution (no milk or sugar). Some will take it, some won't. But you won't have lost anything apart from the cost of a tea bag. It may help to take the shine off the pickup covers first with some P2000 or P2500 or micromesh or 0000 steel wool. You can always polish them up again if you want, but I find it helps the look if they just aren't the standard ultra-glossy.