Don't be frustrated! I LOVE Tru Oil. Here's my experience with Yew & Vine Maple:
All coats are applied by hand and I gently stroke the bow until it starts getting tacky. That's when you know it has been spread out enough, and more importantly not too thick.
After each coat I hit it with 0000 steel wool.
After the 6th coat, I hit it with 400 grit sand paper (very lightly).
I apply two more light coats and once again stroke the bow until it gets tacky, also with 0000 steel wool in between coats.
After the final coat, I hit it with 0000 steel wool, and then 3-6 coats of Carnauba (SP?) floor wax and it you are done! The final coat looks like liquid glass and all of the tiny imperfections are removed. Very nice!
Good luck.