I used to use pencil crayons all the time and would use lots of hard layers to get it all as smooth as possible. I kind of regret it, actually, because I'm sure it did damage to my fingers pressing that hard. Plus, the smoother I got the surface, the more waxy buildup that appeared after a while. The wax just rises to the surface and leaves an icky wax skin on top.
If you want to be daring, I'll second Raerae's suggestion to use rubbing alcohol afterward. I once dipped a q-tip in and rubbed the surface with it and it really spread the colour around. But it does sort of soak through and I'm sure there is some archival issues involved.
You might look into soft chalk or pastel colored pencils I've started to see around.
Usually I just work on colored paper to give an overall tone to my picture. I've never been much one for burnishing. You can also lay a 'base coat' of colored pencil underneath and lay down a light wash of alcohol over the pigment...it works somewhat akin to watercolor pencils.
I see that blending is coming up a lot, and if you don't want to go out and buy expensive blending pens/markers/pencils, using an unsharp white crayola works fairly well. It may not work for large white spots, though. Maybe you should try be very careful when you colour and make sure there are no gaps?
as others have stated when doing color you want to wax on wax off young grasshopper excuse my nerdyness for the karate kid ref lol but yeah small circles blends in the pits because the color pigment makes it thicker than what a ordinary pencil is.
Try filling in color using tiny circles instead of straight lines. Also, getting a colorless blender, either a marker or pencil kind, will help push pigment into the crevices. Burnishing helps too, especially if you burnish with a color that's slightly lighter than your base color. What brand do you use?
You can also use turpenoid & a brush to get the same effect as the color marker- same principle- it's solvent breaking down the binder...you get a little bit of a wash that fills the holes. The danger is- if the color is already heavily applied...the solvent will break the binder down- you risk pushing color around- like there was a fine layer of mud on your work. I use the turpenoid technique a lot...I've had success & plenty of "oh shit" moments.