If you are spraying without adequate exhaust, you may experience finish in the form of fine dust settling on your work, sticking to it, and causing it to feel rough, almost like fine sandpaper.
This isn’t a problem until your last coat because you can easily sand out the rough feel. But you can’t sand your final coat without then going to the trouble of rubbing the entire surface with finer-and-finer-grit abrasives until you create a pleasing even sheen.
If you are spraying shellac or lacquer, there is a solution to the overspray problem. After spraying your final coat, spray some thinner onto the surface. For shellac, spray denatured alcohol. For lacquer, spray lacquer thinner. The thinner will dissolve the overspray so it “melts” into the finish leaving it feeling smooth.
Unfortunately, this trick doesn’t work with any other finish, including varnish, catalyzed lacquer or water-based finish, because none of these finishes redissolve in their thinners.