Although I haven't tried this method, I've read that a good idea is to apply the first coat of TO with (I think...) 600 grit W&D. [EDIT! I found the video - it's actually 1200 grit.]
This works as a grain/scratch filler as the first TO coat takes on the colour of the finish.
Like I said, I haven't tried this method yet, but I intend to with my first build. I'm still only at the intensifier stage at the moment, so watch this space...