I'm gonna have to defer to Bangar, our resident moonshiner, on this one, but I am interigued enough to seek out his opinion regarding this Gizmodo piece on making smooth whiskey even smoother.
Long story short, your put apples in the liqour - the greener the better - and let them sit in there for at least six days. Even longer if you can hack it, 'then strain the rye through a cheesecloth. The end result is a liquor that still tastes very much like a rye, it's just much more mellow and smooth.'
The original recipe calls for crab apples, but you can use Granny Smiths (black eye to Gizmodo for not knowing they were developed in Sydney, noth South America) or even dried apple slices as above.
It seems to be a trick specifically designed for American bourbon, not Scottish whisky. I'd be keen to know if anyone from across the pond has tried it.