I use acrylic paints and alcohol-based stains to make these subtle changes in the color and finish. And, I apply the “color” while the workpiece is spinning in the lathe. I then use an old rag, Q tip or the like to remove a goodly part of what I paint on to blend in the color, and to leave areas that are not easily wiped a bit darker. Oh, on finials, this also tends to give “tracks” of color around the finial, much like the residual marks from the turning of the original finial.
In the case of these finials, I ended up using three colors of acrylics, and one color of stain to match the color of the rest of the finial. I also laid down additional coats of finish to help seal in the color as I moved toward the final match. But, it is important not to put on too thick of coats of either the acrylic, or the finish. You still want the grain of the wood to show when you are done.
And, of course, I steel wool the finish and the acrylic between coats to keep things smooth, and, to a limited extent, to wear the exposed edges to emulate the shading one sees on an old finial.