I believe Al Stohlman recommended 'setting the fibers'. Dampening the edge and running a canvas in one direction, to get the fibers more or less oriented. Then proceed to the burnishing. But the direction is totally up to you. As Matt said, there is no grain like in wood. But when I make my leather canteens, I do lay them out on the leather, so they are oriented in the same direction, so both sides stretch the same.