a reasonably cheap material to use for thrumming pierced work is
to place a length of electrical insulation tape close to the edge
of a sheet of wet-'n-dry paper of suitable grit to strengthen it
Not quite as cheap, but quicker and I think, perhaps better, is
simply to use the 3M Imperial Microfinishing film. unlike normal wet
dry paper, this stuff is made with a fairly strong polyester film
base. And it's color coded, so even if you cut very narrow strips and
cannot then read the labelling, the color tells you what grit it is.
I cut thin strips with just a pair of cheap scissors, and use it
mounted in a saw frame. Works great. Doesn't last all that long, of
course, but lasts long enough to do the job. 3M also makes a tape
product that's very similar to this, but with two grits, either a
combo of course and medium, or fine and extra fine (whatever those
mean...), in two sections on each single strip. Nice, but since i've
already got the sheets of the stuff sitting here, I've no need to go
get a bunch of the precut strips...