About a year ago I asked the same question. Among those who responded was shrike, who said:
Get thee to the Sally Beauty Supply store (there are 4 in or near Ft Wayne) and buy an assortment of foam cored fingernail files. Available in grits from 100 to 600, at less than a buck they are rigid, washable and handy. I use them a LOT for fitting formers, making wheel and dealing with the occasional ragged fingernail.
The finer grits seem to raise a little less of a burr than the coarse ones, and the rigid stick allows for much better control.
For the burr that is raised, I just use a sharp blade laid flat on the former and slice off what sticks up.
Having done as he suggested and seen the quality of my builds increase noticeably, I pass it along to you. (All except the part about Fort Wayne. You might want to find a location closer to wherever you are.)