A fairly specific query this, that i can't seem to find an easy answer for:

 

I need to oil my window cills, which have been formed from Oak veneered MDF, with a sold oak facing/apron.    Whilst I can follow application instructions and remove dust etc using a soft brush or vacuum, you can still see plaster dust that has fallen on the cill, in the wood grain.  Do I need to worry about this?  Can I just go ahead and apply the oil, or do I need to wipe down with white spirit first to remove what plaster dust there is in the grain?

You really want to clean it off if you can. White Spirit might work but you'll probably be better with an acidic cleaner if its cement/mortar.

Start with a VERY mild dilution and DONT get the surface too wet, damp cloth at the most. I'd use 0000 wire wool so you get in the grain.

I might even try simple sugar soap first as the light abrasiveness combined with the wire wool might be all it needs.

 

Without seeing it its hard to be specific.