That finish looks great, nice work!

...mount your belt sander upside down and kiss your finger tips goodbye. I like to wear gloves when I’m performing this procedure.
One way to do this more safely is holding the nut with a Hand Vise or Sheet Metal Vise-grips

Gloves are still not a bad idea though. With the hand vise shown, you can epoxy or hot glue some pieces of plastic milk bottle onto the jaws so the teeth don't mar the nut.

There seem to be some at around £5-6, then various prices up to about £20 before getting to Hosco sets at £70.
Has anyone tried these cheap sets? Are they so horrible as to be worthless?
IMO, nut files (and fret files) are not an area to cheap out. I'd be willing to bet if you got the Hosco, you'd use them on your other guitars or a likely next build .