I have used 0000 steel wool in the past to dull a finish, applied a good past wax afterward and it gives it a nice soft finish. Today, if I am going to dull it down I use pumice stone and a paraffin oil to knock down the shine, even using a tooth brush to dull it down in tight spots around carving and again finishing with a good paste wax. It is a lot less harsh than steel wool.
After experimenting with making my own finishes with information I received 'here' and there, I found that all old time finishes dry to a fairly hard glassy look, so mostly I leave them that way and let the natural handling and cleaning take its course. It doesn't take long for it to soften down.
Robby