I've resorted to sandpaper too, not so much to get the surface smooth but to get the darned thing perfectly cylindrical! Also, sanding sticks.
My Lovely Bride does NOT like rolling pins with handles - said she gets more control by rolling with both hands on the ends of the top side. She doesn't like the "french" style either. Said she with the cylinder she could "feel" to a consistent thichness.
So I made a new one without handles to her precise specs from Olive (we have a kitchen olivewood theme going):
View attachment 78296
I threw away the old one with handles so it couldn't be used on me when I misbehave...
JKJ