You can only apply thinly because thick coats will run. You should continue to apply coates of varnish until the thread is smoothed over with a continuos shiny layer of varnish. You can easily remove sticky finger prints, mistakes and runs in traditional varnish using white spirit. Consider this traditional approach very carefully before trying epoxy based varnish. Epoxy will produce a better result in the right hands, but applied incorrectly will make a real mess.
Epoxy resin makes great glue, is used in composite structures, and can be used as a varnish.
The formulations for these are different, so make sure you varnish with epoxy designed as a varnish. Hopkins and Holloway market a Seymo rod varnish, and the other well known brand is Flex-Coat. These are solvent free systems designed for hi-build and are different from epoxy paint systems. These recommended systems consist of two syrupy liquids you mix together to make varnish which will chemically cure. If your finished varnish feels sticky or is dull, you have either got the mixture wrong or you have not stirred enough.