I'm easily confused, so bear with me.
Pore fillers are normally pastes of silex (used to be litharge!) or other solids with oil vehicles. Have seen some water-based. They do just that-fill the pores. You wipe on after sanding, with the grain, let soak, scrub off across the grain. Sometimes you mix a bit of color in them to try and match the holes to the background. Any secondary surface prep is incidental.
Sanding sealers are really not pore-fillers, and some are still stearated to help do what the original intent of a sanding sealer was - set up the grain, reduce the coefficient of friction and keep the dust from clogging the paper. With modern papers, especially open coat and stearated surface types, the "sanding" part is hardly needed.
A seal can be provided by a thinned coat of the non-waterborne finish itself, and if you wet sand with it, you can clog the pores a bit as well. Use other sealing methods with caution to insure compatability with the final finish. Shellac has the advantage of setting up the grain for scuff sanding as well as sizing to retard the soak of subsequent finishes, which makes them look more even on the first coat. Mechanical bond is still good over one or even two seals if you scuff, but gets a bit worse thereafter, in my experience.
So, depending on your desire, you may use a pore filler with or without color, a sealer compatable with the final finish to size the surface slightly, or an actual sanding sealer to help with sanding.
Or you can sand in your Watco or any other "Wipe" or "Danish" oil finish and get a bit of everything.