Plaster of Paris is an easy to use grain filler, however it does have a big drawer back. If you add pigment to it, that pigment will blow out leaving you with a yellowy white grain. How fast the pigment blows out will depend on how much daylight the piece is exposed to, so it may take anything from three to twenty years, but one thing you can be sure of , it will blow out. French Polishers in the UK used Plaster of Paris extensively from about 1900 to 1920, they stopped using it when it became clear it did not hold the colour, If you look in your local Antique shop, you will see lots of Edwardian furniture with the yellowy white plaster in the grain. Of all the methods of grain filling that have been mentioned, using shellac, thixotropic and pumice are all good and easy to use, I have used them all over the last thirty years and my favorite is pumice, so here is my method, which works well and takes very little time and effort to master. I hope it is of use to you.
The pumice must be fine '000' or '0000'. In the past you could buy pumice in the same grading system as wire wool but now the different suppliers dont tell you what grade it is. The only one on the market I know of that is the right grade is Mylands. If you have some from Fiddes or Jenkins you can put it through a fine sieve but that is laborious. You can also make yourself a pounce but I find that some of the larger grains tend to get through and then it gets scratchy. When you have your pumice put it in a jar or tin and drill some 3mm holes in the lid to make it into a shaker.
The next bit of kit you will need is a dish cloth, just an ordinary cotton dish cloth edged with a coloured stitching, the type you get in the 'pound' shop in a bundle of ten for, oddly enough, a pound.
Get a washing up liquid bottle and a marker pen and place marks on the bottle to divide it into ten equal parts, ( by eye is good enough ) Place one part shellac to nine parts meths ( finishing spirit if you are using this on fine antiques )
Method.
Shake a fine sprinkling of pumice over the surface.
Shape the dish cloth into a bundle with a flat crease free surface like a rubber and charge it up with your shellac/meths mix.
Apply the 'rubber' in interlocking circular motions all over the surface until the pumice has disappeared into the grain, then straighten out with the grain just like French polishing. It will look as though nothing has happened, repeat several times depending on how deep the grain is, again it will look as though nothing is happening, but then you will see the grain begin to fill, when you see this happening make your mix a little dryer and then all of a sudden you will see a sheen appear on the the surface, at this point leave it to rest over night. Next day flick it back with 400 grit then if the grain is still a little open carry on with some more pumice, other wise finish as normal. it will give you a good hard base that will not sink.