Gregg,
I received the email you sent me about this project, and I'd be glad to chime in and offer any help you need. I have a lot of experience with this material, and actually run the same 3D pringint machine at work, so I can help you with the ins and outs of working with this stuff. One of the biggest tips I can give, is that I typically sand down the surface first with a rough foam-backed sanding block, maybe 60-grit or so, and then blow off all of the dust, and give it serveral good coats of "Folk Art Sanding Sealer" in a spray can. It says "For use on unfinished wood" on the can, but it works great to quickly fill in some of the roughest areas. Once that is dry, sand again, this time with somewhere around 120-grit. After that, start putting on coats of high-build sandable primer. I use the stuff from a spray can, but if you have access to a spray gun, you can get the 2-part stuff that covers very well. Then, just follow the process of sand, paint, sand, paint, etc. It may seem like you'll never get there, but I can assure you that a mirror finish is possible with enough elbow grease. Depending on the part, it sometimes can take 10-12 repeats of sanding and priming before it's smooth. Just be careful that with all of that priming and sanding, you don't lose any details. It's really easy to accidentally sand something off before you realize it.
Also, save the sanding dust if you can, and it's not too contaminated with sandpaper grit. The powder mixed with some super glue makes a great filler since that is essentially what the whole model is, just powder held in shape with super glue. Or you can just use a thick super glue straight on it. It should still sand about the same.
-Steve