When you take the strings off, the truss rods will be exerting too much tension. You can actually file the frets with the strings on, and the truss rods left alone, but it takes more skill. James sometimes only removes the outside strings, leaving the tension alone.
If you are only going to file the fret ends and immediately replace the strings, relieving the tension may not be necessary. But it's really the nicest thing to do to the neck.
The body is covered with polyester finish, so oil and wax are not good candidates for cleaning. Use a good guitar polish specifically for plastic finishes. Anything else will just smear around and sit on the top.
If you don't have a good guitar polish available, use a lightly damp soft cloth to clean up any dirt, then dry with a separate dry soft cloth.
When you oil the fingerboard, you can use a soft toothbrush to clean the grime and gunk from the edges of the frets. Don't rub real hard, the oil will do most of the work. We use and recommend pure lemon oil, as it conditions the wood nicely.
Shiny frets just look nicer, unless your frets are so worn that they need resurfacing. If you do alot of bends, you may find the string slide faster over shinier frets.