I have been using dry coarse sandpaper on my last few pens, for final shaping. It makes it easier to get the blank to the bushing diameter on the ends, which pleases the OCD side of me. It's also easier to form the final shape of the body. It does work better on more brittle blanks, like Woodshed and Rhino. I am a little worried, though, that this will make the bushings smaller. I don't turn all that many pens, and haven't noticed any problems yet. I will keep an eye on the bushings, and measure them periodically with a digital caliper. The first photo is after 120 grit, the second is after 240, and the third is after wet sanding with 320, 400, and 500. The last photo is after final polishing.
And, of course, the forum has mixed up my photos again. I don't know why it does that sometimes. Moderators? The third photo is 120, the second is 240, and the first is after wet sanding.