Assembly before finish or vice versa?

[sparkyspark]

Hi guys,
I'm in the process of building a cot for my son. I am nearly finished the mortises, sanding etc of each component but am wondering if I should actually put it together and then finish it or, finish each component first (ie all 26 slats individually etc) and then put it together.
I can see pros and cons for both but surely there is a conventional way?

I'm using New Guinea Rosewood and planning to use Danish oil. As a side question, would you recommend danish oil (the Rustins brand), which has a hard finish 'built in' or stain as well? Thanks guys

Ben

[CMB]

Up to you if you want to stain. If you do, I'd definitely do it prior to assembling...lots of nooks and crannies on an assembled cot.

If it was me making it, I'd give it at least one coat of oil before assembly, and then one after.