I do use lotion, but I still prefer to sand. I have noticed that the lotion leaves a film that scratches off if i rub my nail on it. And if I get it wet, it looks sort of like snot.. I take a toothbrush to crevices. It may be because I use too much of it, or because its cheap stuff a few years old.. Not sure.. But I sand. It also helps to get rid of any nicks or dents my fingernails cause.
I just wish I could figure out how to roll the clay out into long thin cords without it breaking or getting brittle.