I also heeded the mechanical pencil with a needle, and it works wonders.
Although, I have a phobia of needles, and whenever I poke myself it's drastic. I hate being clumsy.
As for sanding, I use about a 600 grit sand paper, and it usually sands the nubs smooth with minimal detail loss, you don't have to sand the part to nothing for the nubs to go away. At least I have noticed it. Though, on this not... When sanding, if over sanded and a rounded edge is created in a part. Say, you have a flat surface, and you sand it and it becomes rounded or uneven, how do you fix it?