Bare sandpaper

Of course, you can also just take a piece of sandpaper in your hand, fold it up and start sanding with it. The advantage of this is that it optimally adapts to any waves. You can also sand exactly in the direction of the grain, which creates the least visible scratches. So I would really only recommend it for final sanding.

Fig: 3 fold of the sand paper

About folding: when I learned many years ago that a piece of sandpaper had to be folded exactly in 3 parts, I thought it was overly perfectionistic. Over the decades, I've become accustomed to the fact that it's really the best way to prevent the individual pieces from sliding against each other.