The coarser you go, the more scratches to take out. Then again too fine and it will take forever. I would say start at 300 or 400. 1000 is too fine for rounding.
If you aren't using cloth backed abrasive, sticking a strip of masking tape to the back of the sandpaper will help stop it from tearing and make it last longer.
Depending on how rounded you want it to be will impact how coarse to start, if you just want to knock the sharp corners off 120g would be fine, if you want to fully round it I'd start at 60
I actually ordered these for polishing but thought that the 240 might do for rounding.
I'll have a go with the 240 but it looks like I might need to go more coarse.
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Just had a peek at the Tom's knives thread linked in your signature. Interesting stuff. Where do you make your knives? Own equipment or do you use someone's workshop?