Walnutjerry,
As in most finishing projects surface preparation is important. Since milk paint is water based this is exagerated. Once the project is sanded, raise the grain with water (I use tap water). Then sand again at the next higher grit. I mix the paint slightly thinner than the instructions call for. I have never strained it but it sounds like a good idea. I brush the paint on and let it dry. Once it is dry I use a Scotch-Brite pad and some elbow grease to clean the residue from the surface. Then sand again if necessary (usually just the first coat). Those spindles are a pain! I usually put 2-3 coats on. Sometimes, I use varying colors which doesn't change the procedure. When finished painting I will sand again if I want to make the finish look distressed. Then put a coat of linseed oil or shellac over it to give it a nice sheen. Brushing shellac on a finished windsor seems impossible to do without major problems so I've never done it. For them I use linseed oil. Make sure you aggressively wipe off the excess and give it ample drying time or the oil will leach into carpet along with paint residue (personal experience :crybaby2: ). Yeah, its a pain to work with, but I love the look, and unlike house paints it doesn't take years to dry. Hope this helps.