BLO is very easy to do and will give a matt finish. Danish oil will give a bit more shine but will take longer as its about a day between coats. Last bed I made was done with Danish oil. About 6 coats then wait another week and wax. As you have put a lot of work into making a great looking bed take a bit more time and experiment on a few offcuts to see what you like the look of. There are so many finishes now its always hard to know where to start.
As stated aboveby @Orraloon you will get a matt off the BLO; this when rubbed over with a couple of layers of crystaline wax will then give a nice soft sheen rather than a glossy shinny overly reflective finish. I feel the soft sheen is much more suited to bedroom furniture given the rooms informal feel as opposed to the formal rigidity of more public areas where a glossy finish seems more appropriate.