Many of the projects I completed when I was making small projects and at the beginning of this journey were finished similar to what you are describing. I dyed the leather, let it dry for a short while ... perhaps an hour or two (whenever the leather appeared to be dry). applied neatsfoot oil and then finished with atom wax. Atom wax looks great, for sure, however, it is not weather resistant so if you are making things that are going to be exposed to the weather, keep this in mind.
I am making guitar straps, now, and am concerned about colour transfer so I have changed the process.
I dye and let dry for at least 24 hours. This, I believe, ensures that the dye has really taken hold in the leather.
Next, I apply neatsfoot oil and let it dry for at least 24 hours. (softens things up a bit)
Next, I apply, 2/3 coats light coats of Resolene (50/50). This is an acrylic sealer and will prevent colour transfer. I use an air brush or sponge depending on the size of project.
After waiting for a minimum of 24 hours, I apply Montana Pitch Blend leather dressing, let it sit until it looks to be absorbed in the leather and buff.
I line all of my straps with supple, 2/3 oz. chap leather.
Works for me (this week LOL).
For edges, I burnish with saddle soap, dye, burnish, rub on bees wax & burnish.