"Stainable" wood fillers are really tough to make work right. The
stainm is always a different color in the filler. I only use them on
projects where I care very little about the look. They best practice is
to fill the holes with colored filler just before you apply the last
coat of finish. This way you can select a color that matches best at
each location you have a hole. You may want various colors depending on
the variable color of the wood.

Sometimes fillers have a tendency to repel the finish so do you first
few coats, then fill the holes carefully, the apply that last coat. Of
course this requires that you pretty much use your fingers as opposed
to a putty knife.

In some cases a "burn in" type filler is best but I reccomend you do
this before the finish coats and you have to be pretty good. You melt
the burn stick to put some drops into the hole and then smooth it with
a heated putty knife. If it's not to hot you won't blister a film
finish but I find it easier to do it on un-filmed material (ie no
lacquer/poly, etc yet). I only use this stuff when I have big mistakes,
ie gouges.