Are you trying to put Tru-oil on cocobolo or some other type of rosewood? Wood in this tropical hardwood family is very oily. My experience is that Tru-oil remains a bit tacky when applied to these woods for a long time. You can try soaking the grips in acetone to remove all of the original finish and leech out as much of the natural oil as you can. Better yet is to seal the wood with a clear shellac. This seals in the oil and the Tru-oil will dry properly. Cocobolo and the like are usually finished with lacquer. Lacquer dries fast, but is not a very durable finish.