I tried sanding to 1200 and love the feel/finish but don’t think my finish is deep enough due to closing the wood pores.

I’ve started sanding to 220 and applied 2 coats the. Sanding at 1200 then adding the final coat.

Has anyone else done this? Seems to work

Sand and apply the first coat, use wet & dry to sand between the subsequent coats by lightly wetting the surface with a spray bottle, don't flood the surface and you will be amazed at the results. I would test finish on an off cut or something similar if you are unsure.

Thanks for the replies, I personally think there is a large difference in the finish from 220 to 1,200 . I use general finishes Arm-R-Seal.

certain woods finish much better with high grit progressions.  Certainly, there is a big difference in finish of 220 compared with 1200 grit sanding however its recommended to progress through a few lower grits first before finishing at something like 1200.  phrased another way, 220 to 1200 is a large jump in grit

I’ve not tried any of their polishing compounds?

Experiment, experiment, experiment, get some wood and try different methods. The method I outlined above works on the wood I use and the climate I live in and the products I use. It does not cost much or take much time to have a play with different methods using the products you already have or want to use. For instance I hand finish between coats as it generally takes very little effort to knock down the previous coat as I feel machine finishing between coats is way to aggressive but that is just me, I can't give any technical reason for that but I always get a good durable result that has been proven over the years. Sedge says this or that and he may be right for him but not for someone who lives in a different climate and can't access the same products or timbers, you are after durability as much as a nice visual result.

I often go to 600 grit for clear finishes.  My first coat is a wipe on application of SealCoat, a very low viscosity finish that absorbs into the wood.  I usually use wipe on (50% oil based poly & 50% mineral spirits).  The first coat seems also to soak in.  I don’t see a film surface until the 3rd coat usually. 

For wear surfaces (horizontal surfaces usually), I usually apply 6 - 8 coats + butchers’ wax.

I also have read that too high a grit sanding paper has an adverse impact on the finish.  I have not found that to be true about thinner finishes like SealCoat and wipe on poly.