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The big one is cocobolo but anything in the rosewood family can be finicky. Best to put some finish on a scrap to see how it behaves first. Olive can also be picky at times. Finishes like catalyzed...

Bar top finish (epoxy resin) is what I use. Tried the CA but hated working with it. A lot of the rose woods (like cocobolo) will not take a normal finish. Since the wood is so naturally oily finishes...