Dave:
I've done engine turning on aluminum exactly twice. Both times, for non-automotive (Ham Radio, actually) applications, producing a spiffy-looking control panel for my Ham Station. Never clear-coated either one, but they lived their lives in a bedroom.
The first time, I meticulously glued sand paper onto the end of a 3/4" dia. wooden dowel (lots of them) and used that to make the engine turning. When I used them, the sandpaper spun off of the wooden dowel in about 30 seconds - the "Elmer's Wood Glue" simply didn't have the 'Gnads to hold the paper to the wood. After a few of these sand-paper-spin-offs, I discovered that the wooden dowel, all by itself, was enough to produce the desired engine-turned effect and finished the panels with only a wooden dowel to great effect.
It is important to make the turning impressions in a very straight line. Otherwise, if the turn lines waver about it'll look, well....wavy, and not cool. On both of mine, I used a Bridgeport Milling Machine with the dowel held in the vertical chuck. The piece was held fast to the (moveable) bed and I could index the lines of turnings pretty precisely so they were all in very straight lines. Made a huge difference (and why I went to the neighbor with a Bridgeport Machine in the first place. If you can find a drill press with an indexing table, that would be cool.
Better still would be to find aluminum sheets already engine turned.......