Russ,
Not to be a Yahoo but, did you put oil on the wood before spraying? Some oils that pop the grain and look very good but are very slow drying or never dry. Even BLO takes some time to cure and I'm not sure that lemon oil ever completely drys. Also if you put oil on plywood, remember that there is only about 1/32" of wood to soak the oil in before it hits a layer of glue and quits soaking thus extends the drying time.
Some paint like clear coat products just don't want to work well with any oily surface. Remember oil and water don't mix!
Personally, I just use oil to pop the grain and as a finish also and just buff the surface with brown paper for a semigloss finish. With most scrolling pieces, they don't get much abuse and a I personally just don't care for the glossy finish anyway.
Rog
PS Just had another thought about the problem....Is the wood you are using an oily wood? Some woods have a natural oil in them and need to be dried out before finishing. You can use alcohol, mineral spirits or something to cut the oil and let it dry for just a few minutes before applying a solid finish. Walnut is an oily wood and so are a lot of other exotics.
Rog (again)