You never use more than a few drops applied with a rag, so it should be fine. I always leave it on for an hour or so before wiping off the residue. Rosewood is an oily wood and doesn't really soak much of it anyway.
Lem oil is problematic for maple when used too often (creeps deep into the wood, under the finish, frets etc.), so that's the one to be careful with. A few drops once a year are no problem.
I never tried walnut oil on guitars, only on my hair while it was still long :) (many years ago). It's available in any cosmetics shop, pharmacies etc. I remember it did darken the hair, so I guess it'll do the same to wood as well. Regarding hair, I remember I had switched to burdock oil eventually to avoid the darkening effect... oh the memories.
If you want it really dark, I'd go with some black stain followed up by wax (dunlop 65 wax will do fine). That makes it look like ebony and the wax makes it very slippery and gives it that "finished" shiny look, if you prefer that.