Oh I've done them all at one time or another.
Glycerine soap, water, spit, candle wax, bees wax, gum trag, wax and brand.... ear wax and toe jam (jk)
Right now I'm favoring gum trag followed by bees wax.
I've chucked up my tandy wheel slicker in the drill press too. But some of my stuff is too thick for that.... so I end up hand burnishing.
I use my dremel but I need something that I can't divot the leather with.... Been also thinking about a drum sander attachment for my drill press too. Again... .66 cents doesn't buy much these days. lol