There are actually stained wood putty's available. If the damage is too deep to be hidden w/a repair stick or using a walnut skin as an 'eraser,' perhaps one of these would work.  I've also used used a Q-tip w/a drop of Old English (dark) furniture polish, depending upon the color of the wood. In addition, there are also a wide variety of picture frame repair crayons available. These work extremely well as they are designed specifically for the purpose of wood frame repairs. (I do my own framing.)

I've heard that rubbing a walnut (or other oily nut) kernel over a small scratch will disguise it... worth a try maybe.

We have had this problem before and we had to buy a filler.  You can get them with tinted colors too.  They work pretty well.  You can get them at Home Depot.

Boy oh boy, do I hear you?  I've had many oak floor gauges to make me cry.  I've put all sorts of repair sticks and oils on them.  If it's a gauge, you'll have to fill it a bit and then re-stain.  The oil and stain sticks don't work, or at least haven't for me.