I never use a 400 grit or lower stone (mine is a King deluxe 300) for anything other than repair or thinning -- normal sharpening starts on my Bester 1200.
You need only remove enough steel to obtain a palpable burr, as that means you have reached the apex of the edge on that stone and further grinding will only remove more metal and thicken the knife behind the edge since you are removing steel from the apex. A knife in decent condition -- edge not flattened, no chips large or small, etc -- will require very little time on a 1000 grit stone to refresh the edge. Only if the edge has been pounded flat or the knife has been abused by, say, a pull through sharpener or very bad technique would you need more than a few passes to get a burr.
The trick is to find the burr when it just appears, don't wait until it's visible to the naked eye to remove it and move to the next stone.
3K is a good stopping point, but that is also steel dependent. Some knives will work wonderfully at higher grits, others won't. Stainless in the 440 family won't benefit from a high grit edge as a rule as it won't hold the edge produced nearly as long as one from a 3k stone and won't cut as well, either, once the edge contacts a cutting board. This is due to the tearing out of the fairly large carbides typical of those steels, as well as CroMoVa type steels typical of the old standard German knives. Modern ones are often patterned after Japanese knives using much harder steel, a different story.
I would suggest you thin your knives appropriately to restore the original geometry as much as you can, and learn to restore an edge using only the 1000 grit and higher stones in as few strokes as possible. This should give you very sharp knives, especially if they are high hardness Japanese style ones. Then wait until they are actually dulled before sharping again -- I only sharpen my Chicago Cutlery stainless knives every six months or so, they don't get that much use. Try stropping on the 3k stone before sharpening, too, and I would also suggest something like 0.5 micron chromium oxide on wood or hard leather as a final strop. Put the 400 grit stone away once you have restored the proper geometry, and don't use it for anything but repairs and thinning. Should save considerable steel.
You also need to learn to sharpen the entire edge of the knife evenly, as this is the only way to keep the initial profile intact. This is MUCH more difficult with western style knives as they strongly tend toward poor bevel shapes toward the tip, unlike typical Japanese knives which don't seem to have blunt bevels on the end away from the handle. Might just be my knives, but I find I have to spend a great deal of time to get the tip sharp on western knives while Japanese knives are sharp to the tip out of the box. Maintaining a constant bevel on Western knives takes some gymnastics with the handle since they typically have a sharper upturn to the edge at the tip than Japanese knives.
Note that Western boning knives are deliberately wide bevel and fairly dull toward the tip, this is to prevent them cutting into bone and snapping. The edge should be sharp, but with a very wide bevel. You want the knife to cut around the bone, not into it.
Peter