I used Friction Polish. Comes up like gloss and I was impressed with how it's lasted. On a pen for my Granny which she uses daily it was still just as good over a year later! It will wear gradually over time.
EDIT: I also use Renaissance wax - thin coat over the top of the whole pen once assembled. Helps protect the parts and resists fingerprints.
I always use Hutt wax, it's made for pens, use the brown stick for a matt finish and the white stick on top if you want gloss.
The best advice I can give other than that recommendation is to sand them properly personally I use abranet to 600 grit then some coloured pad things I got from Turners Workshop which go down to 12000 grit. With these on dense woods and plastics you can achieve a high gloss without wax so the wax is purely for protection.
First finish I liked was BLO/CA 3 coats glue did get to like the finish, and if I needed to it would be my second choice for oak, pens as its very good at filling in the long grain if there is any, the finish I’ve found or I prefer is chestnut finishing oil then a coat of Hut crystal coat. I can’t think why I didn’t make pens before as they make a good present/gift.