I have mentioned this ad nauseam on this and other forums, but I will say it again anyway...

On veneer, I don't actually use sandpaper. I use synthetic sanding pads (sometimes referred to as synthetic steel wool). I use them pre and post stain/dye and is also my go-to when smoothing between top coats like Tru Oil, shellac, wipe-on poly etc. (especially with hand applied finishes)

It comes in a variety of grits but less aggressive than their sand paper counterparts. They'restill effective but can help minimise dreaded sand-through.