If you are using alcohol based dyes you can mix shellac with the dye and apply. It will start sealing the wood.
If you dont want to invest in a spraying system, using brushing lacquer and brushing it on for the 1st coat will get more solids into the finish. With the burn in capability of lacquer roughness left from brushing will smooth out when oversprayed with a rattle can.
I use Target wb finishes as well. They can be brushed, especially most turnings. WB finishes do not create chatoyance like solvent finishes, so test any wb finish on scrap to see if you like the look. Shellac undercoating of wb creates some chatoyance but IMO it still doesnt look as good as a solvent finish. The chatoyance difference is most at full gloss, and decreases as gloss decreases.