I print in ABS, I've found that the cans of auto primer you get from supercheap auto are really worth it. give the model a spray, it will fill in any lines between layers and make sanding easier. I normally prime with it, sand, prime sand etc until I'm happy with the outcome. wood putty is also worth trying, you can water it down a bit and paint it on then sand it back.
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You're supposed to sand the surface first and then apply the polyurethane, let it dry, prime, sand where you need to.
This is the video I saw it on