I use the heat gun more due to the fact the shed is about 2°! It stays about arms length away from the work, so just provides warmth more than anything. I understand about the reactions etc, have yet to cock this method up and it seems to work for me at the moment
Warmer weather will be a test to see if it keeps working.
Sanding really depends on what I can be bothered to do. Sometimes I go up to 600, then dry micro mesh to 12000 before applying the CA, then wet and dry mm. Other times I just go to 600, then apply CA and wet not dry Mm. No rhyme or reason, I just do what feels right at the time. So long as I get a nice smooth, shiny finish, I'm happy and whoever I'm making it for is happy.
Not really fussed about a right way and a wrong way to finish pens. So long as whatever method I use works and I'm happy with the finished product, then that's what I'll do.