Wet or dry sanding of stainless steel?

I have an older stainless Rolex with many scratches on both sides that were originally a polished surface. So I attacked them with progressively finer sandind sticks, wasting time by starting too fine, at 12,000, and working down to 1800, which seemed to do the trick. Then back up again, with a liquid polish finish.

Looks good, but I wondered: would results have been either easier, or better using a wet-sanding technique? Supposedly, it cuts down dust and makes for a better finish, because the paper doesn't clog as readily. Some use water, alcohol, or a light oil. Anyone have experience with this? Thanks.

Any before/after photos?

Did one side, my watchmaker had an opening for service, so it's on his bench. No pics at the moment.

Wet and dry sandpaper -wet for metals- start low go to high then polish.
Repair old knives and wet sandpaper always. Don’t use a piece of sandpaper for too long without cleaning under running water is recommended

Thanks. The theory is that the clogged paper can cause particulate bunching that can be larger than the sandpaper grain itself, thus causing scratching. Interesting that you've found no difference- in practice, maybe its insignificant.

Yes, thanks, this is in line with what I've heard. Nice to have it confirmed. What grit do you finish with prior to a finial polish?