First rescale question

I have just finished fabricating my first set of scales asks I am very pleased with the results. I used cherry with a walnut wedge. I intend to finish with a traditional wood finish, i.e. oil, poly, and not CA or epoxy thirst time around.

My question is, when do I apply the finish? Do I finish each piece then assemble or vice versa? Thanks for your help!

Excuse my typos. I always miss the auto correct mistakes when I post from my phone.

I finish before assembly, and make sure everything is totally dry before you pin it all together...