I've never had sand scratch a paintjob, but what does happen is the smaller grains of sand and dust get caught in the small crevices of the models. After sanding, I always wipe over the models with a slightly damp brush (washing frequently)- this is usually enough to get rid of the clinging material. At worst I've used a thin needle to loosen sand that went into a deep crevice- once loose it could be picked up by the wet brush. The needle scratched paint, but a quick black wash (it was a black crevice) covered it completely.
