Diamond File vs Sandpaper?

Hi there! I've been really into watching Dollfie faceup videos recently, particularly the work of Hemi's Doll Room, and I thought I might as well ask this here. In a lot of Japanese faceup videos, I see artists using these diamond files to make subtractive mods to Dollfie heads. I've never heard of these before, so I was wondering if there are pros and cons to using them vs regular sandpaper, or if it's just one step in the process? IE using the diamond file for large mods, and then switching to sandpaper to smooth them out. I'm not quite at the point where I would feel brave enough to attempt an eye or mouth mod, but it's fascinating to me!

As you said, I've used the diamond files for the first stage of modding, and then sandpapers to smooth things out. I think my files are around 320 grit which is about the lowest # I would use on a head to avoid deep scratches. For even bigger mods I slice off pieces with a hobby knife, file down and then sand.