Mr. Rick did a post with lots of useful commentary for just that.

The adding of tannins works, but has side effects depending on the solution you use in application.
Alcohol would minimize any after sanding, water would raise the grain.

Fuming can go really deep which I like because it allows for post darkened woods to be sanded.

Of course for coloring there is the need for tannins in the wood (natural or added) and something to react with (ammonia, iron acetate, etc)

What I like (and wonder if the white wenge can replicate) is how the ray flecks in white oak have minimal tannins so that fuming will leave these alone while darkening the rest of the wood. Makes for some really popping contrast.
Your wenge has some nice flecks, but no idea if they would react like white oak.