With a blue finish, I'd avoid any of the linseed oil based finishes like Tru-Oil, Tung Oil etc. as they do have a significant yellow tint to them and you'll end up with a green guitar.
So you then really have a choice of clear wipe-on polyurethane, polyurethane spray, acrylic spray or nitro spray.
If you have an all-maple neck, then you can do it in the same finish as the body, or you could do that with Tru-Oil (or similar) or even a wax finish. Maple can look dirty very quickly if it has no finish at all, and some sort of surface sealing is recommended to minimise moisture content changes which can warp the neck or cause the fretboard to shrink exposing the fret ends.
With a rosewood board on a maple neck, you'd do the headstock, rear of the neck and sides of the fretboard, but leave the fretboard natural. Use lemon oil on the fretboard every 6 months.
With all methods, it's a case of getting enough finish on so that you can sand it flat without getting back to the wood, and then polishing it to a smooth shine.
You really need to have a look around at similar builds to see what people have done and how they've got on.
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