I emailed Gracie too and their answer was: "Please do stain. We use a tongue oil with the stain in it that really has worked well for us."
I'm not sure what is meant by "tongue"/tung oil so I'll have to check out my local Lowe's/Home Depot/Menards.
But I'm definitely going to do it, but I REALLY don't want to take my frame apart...I was hoping to just be very careful going around all of the hardware....if I took it apart, I'd be afraid I'd never put it all back the way it should be.