i have several items to sharpen pins and needles. One is a sand filled item and then I have one that my grandmother loved, which was made of a number of extra fine "000" sandpaper...she removed some of the paper backing, then cut the sandpaper into strips layering about and 1" thick, covered with cotton batting, then inserted into a fabric sleeve. She layered the paper back to back in pairs and then stacked them. She told me it was the best.....but don't get it wet.
If you use emery powder you need to be careful there are some health hazards with it when inhaled, and you need to use a certain respiratory mask to use it safely....at least with sand there is no problem,,,and if you want it colorful (though hidden) you can use the sand that children use for sand sculptures in bottles.