I have cut a lot of the miniature compound bird houses and I finish with dipping in a mixture of 50/50 shellac and alcohol. Let dry and usually good to go. Some times I do twice.
Don - I tried dipping a couple of items in the stain I am using, but that did not go well. Drips keep going for far longer than I can stand there, and they pooled on the underside. The candle holder will need some sanding and restaining by hand.
A piece with small holes had the stain clog up in the holes, so I don't know how this can be fixed.
It is either my technique, or the stain in use, but this does not look like a valid option. Perhaps with a thinner finish, such as the shellac and alcohol you mention.