no sanding, use only the skew for finishing the surface. It requires more skill than using sandpaper, but you can achieve a better surface with the skew than with sandpaper (check out some skew youtube videos). I am by no means a skew expert, really just a beginner turner -- I made two identical segmented pens and on one I used sandpaper and the other I stopped with the skew. The skew-only pen was by far the better pen with essentially no contamination.
I think a carbide scraper might do well too, under some circumstances. I primarily use scrapers but mine are self sharpened HSS scrapers. I do fill that my sharpened scrapers are sharper than carbide scrapers.
That said, here is a general rule on which to use when: Skews do much better on softer woods than scrapers do - unless the softer woods have been stabilized. On hard woods and stabilized woods, the scraper will match the skew. I can't say from personal experience as I am not proficient with a skew, but an old timer (turner and pen maker - long gone) proficient in both taught me that bit of wisdom.
Skillful use of a skew or scraper will make the wood smooth/smoother than sandpaper and will prevent the dust from staining/contaminating the adjacent wood. I whole heartedly agree with Dehn0045 on finishing this way.
Get some wood and spend an hour practice turning for a smooth finish without sandpaper. I still use SP in many situations but do without SP in others.