After milling in the wood you can always post-produce your creation using various techniques.
Sanding with sandpaper with different thickness of the grain can give your creation an extra polish and keep them natural at the same time.
Oiling is recommended especially for objects with a long life cycle intended, like for example cutting boards. This can be achieved through applying transparent wood oil or colored turpentine that can give the wood a different shade. Both methods work beneficially for preserving wood objects.
Painting is also an interesting option. Ask in your local hardware store about which wood paint would be the best fit for your purposes. Remember that some wood paints dry longer than other, so keep it in mind, if you have a deadline for your project.