Should spar varnishes be thinned at all for the first couple of coats to get better "penetration?"
NEGATIVE!
NOT!
NO!
NEVER!
Wood is a dandy filter and when finish is laid on it some parties suck in more finish than others... the finish gets left on the surface while the solvent goes deep...
Test it yourself sometime by coating one side of a board with thinned finish and the other with straight product. After allowing a good long drying time cut the board in half. You will not be able to see a difference in penetration.
