Get some leather conditioner from an auto store or amazon. It will help "break in" the leather. Or just use it until it stops being slick, after a little while your fingers will wear the leather enough to make it less slick.
not sure about linseed, lol, it's a good wood conditioner and paint thinner. Neet's foot or mink oils are good for leather. just get the real deal and not the ones made from petroleum distllates.