I think you would still have to sand or steel wool the CA to knock down any application ridges and make sure it was level before using anything afterwards. I use Yorkshire grit all the time over my ca finishes but usually after wet sanding.
From the manufacturer… "Yorkshire Grit is an abrasive paste formulated to give a fine-keyed surface to your turnings, prior to applying your finish of choice. The products contain a hand-blended mix of mineral oil, beeswax and abrasive powders that are carefully processed together without the use of solvents or other strong smelling and potentially harmful chemicals. The result is a creamy paste that acts like "liquid sandpaper" that reduces scratches left behind by lower grit dry sanding, and eliminating fine dust produced by higher grit sanding."