OK, here are some questions for you. How long do you allow your finish to dry before putting on the next coat? How many times do you use each grit per sanding stage? Why do you use so much finish during the sanding process? Were you aware that rottenstone has been used to fill pores but is really hard on the checkering tools? Have you considered using a commercial filler such as Birchwood Casey for the filling step?
The most common reason the pores did not fill is you wiped out part of what you put in due to the filler not being dry. The next oil coat can allow the first application to become fluid again if it is not rock hard. A good way to keep the filler material in the stock is to not wet sand you slurried stock but to dry sand it instead back to wood. If you desire to use wet sanding consider using water instead of oil in the cutting back sequence. The surface will dry and the oil finish will show up when you miss a spot. It also helps whisker the wood between coats.
When doing an oil finish I have used commercial fillers with good results. Sand the wood to 320. Fill the pores according to the directions. Wait at least 24 hours. Start applying your oil. If you decide to sand the stock further then do it dry instead of wet and then use the filler as described above. I have found the wet sanding process to be the hardest way to make sure all of the pores are filled. What we Americans have forgotten is....the craftsmen/women who did this finishing process usually were not in a hurry and took many hours to fulfill the job. Today the finishes are not traditional. The additives used to make the finish dry faster have created a lot of confusion on what a "real oil finish" is. BLO or Tung oil does not dry by itself quickly. You must "add" something to it to dry...heat, additives, whatever. Somewhere in the archives I believe Salopian has presented a great how-to on BLO finishing a gunstock.
I hope this has been helpful. If not, ask questions and I will try to give better answers.
