Here's a great jewelry making tip from another blog: Shoebox Studio: Jewelry Making Techniques. Julia has a solution for sanding inside finely pierced work.
She makes sanding strips from sandpaper and packing tape to insert in her saw frame. Couldn't be more ingenious!
I have been using 3M Micro-finishing Film for the same purpose, but this is cheaper and more accessible.
Click here to see how she does it.