800 grit is only needed if you're trying to bring a finish to a satin finish- if the paper clogged very easily, the finish wasn't hard or the previous grit was too coarse to follow with 800. OTOh, if the finish is very hard and you want the sheen to be just shy of watery gloss, you can go all the way to 15000 grit.
IMO, Tung oil isn't the best finish to use for something that will experience direct contact with arms, hands, anything that might scratch or scrape it because it's more of a 'look at it' finish, rather than a floor poly which, BTW, can be applied with a brush, roller, pad or by spraying. I used Minwax fast drying satin floor poly for my kitchen cabinets and it turned out beautifully- I thinned it with Naptha and it dried totally flat.
If you want to fill the pores of an open-grain wood like Oak, Ash, Mahogany, etc, you can put the finish on and use Scotch Brite pads to 'sand it in'- the fine material that is removed by the pad will mix with the finish and act as a filler. That way, you won't need as many coats. It also allows you to use one filler coat and not end up with a totally flat surface. The grain won't be as open, but it will be visible. From there, you would use a finer Scotch Brite pad to smooth the surface but not remove much wood or previous finish. Then, you can use the wax of your choice to protect it, or not.
Another step you can use is applying a barrier coat like Zinsser sanding sealer- it's Shellac that has had the wax removed and it's about the same color as water when applied. That stuff dries incredibly quickly, so a lot of coats can be applied in one day, unless it's cold and/or very humid. It dries with an extremely glossy surface and can be made less glossy in many ways- I have used Scotch Brite pads and on a couple of McIntosh cases (one for an AM/FM tuner, the other for a small power amp), it was just too glossy, so I burnished the finish with paper towels before waxing with Johnson's Paste Wax. The one issue with Shellac is that you don't want alcohol of any kind to come into contact with it unless you add some kind of wax and there are no gaps- Alcohol is used as the solvent for Shellac. Once hard, it's very durable- it was used as a floor finish a long time ago.