I do a lot of work with tung oils. The method listed on the can or bottle is the best way. Normally a t shirt or some combination of 0000 steel wool. Use the manufacturers instructions.
HOWEVER.... When finishing wood, I've found (and I do a lot of carved walking sticks). I will sand the wood up to 2000 grit sandpaper. The wood will feel as smooth as you can imagine before I put on the true oil. When its done, it shines like glass and feels like it too.
I've done all different experiments, but I promise you, getting the wood sanded smooth with 2000 grit sandpaper is a night and day difference. I wish I could let you see the different finishes on my walking sticks.