I have a Braun Oral B battery-powered toothbrush that I sand with. It's easy to pull the bristles out of the used replacement heads and use some RTV silicon to glue little hand-cut discs of sandpaper to them.
The RTV dries adequately in about five minutes, and I can set up several grits ahead of time. That way, I just swap the heads when I'm ready to go from using 400 grit to 600, etc.