Step 6: Finishin'
Sand the hell out of the "U" with 60 grit, then 80 or 100, then 120 grit sandpaper and a belt sander. Use the belt sander and aggressive grits to flush the pieces to one another, then higher grits and an orbital sander to get it smooth. The shelf pieces have been so far left out so the bottom of the "U" can be sanded. Wear appropriate dust and noise protection when sanding.
Sand the shelf pieces and slide them through. Run a drill bit through the holes to get everything to line up, if need be. Add threaded rods and tighten up the shelf joint.
Pilot-drill and counterbore with 1/2" holes in a zig-zag pattern on the six mitered cover pieces. Glue and screw into place to cover the exposed ends of the threaded rods. Fill the holes with little dowel plugs, leaving them proud of the finish surface so they can be sanded flush.
Sand again. And again. And a lot more. Wipe with a damp cloth and hand-run with your favored finish. I went with several coats of a basic semi-gloss polyurethane; this sort of table would respond great to some tung oil, mineral oil, or other penetrating sealer. Put a couple extra coats on top and on the feet, sanding with 120 grit sandpaper in between coats. Wax if desired.