Grouser: You have a common problem when using stains, particularly water based. The way to beat it is to make sure you have a lot of finish (full gloss surface) built up before you wet sand to fill the grain and don't sand all the way through the built up finish. Just sand it enough to get your slurry, rub the slurry cross grain to fill pores, allow to dry hard and then carefully wet with dilute linseed to remove any excess slurry before continuing applying finish. Water based stains are a problem as they raise the grain again even after whiskering the stock and you may have to re-sand after applying them and you remove portions of the stain. Aniline stains in alcohol don't do that and are a better option. Common oil based stains just don't penetrate evenly enough depending on grain exposure to suit most stock finishers. Inside curves of pistol grips often come out much darker than the flat surfaces for instance.
Another option that works pretty well is to get some tinted Schaftol from Bits of Pieces and wet sand several applications using it and then overfinish with Tru Oil or urethane etc. I use the red tinted most frequently but on some light color woods the dark brown works well. The stain in Schaftol seems to be in solution rather than suspension as it is with many oil based stains.