I ordered a Proxxon detail sander the other day for detail work. All the reviews admit that the sandpaper seems pricey. 4 small die cut sheets of sticky backed shapes (round diamond, square, etc) run about $7. I ordered a roll of 4.5" Porter-Cable roll 120 grit paper from Amazon for $13. Good deal. My laser did a nice cut @ 12 in/min. The only problem is that there is no backing on the paper. Just rolled sandpaper, grit on one side, and sticky on the other. I can cut it, then lightly press it to a piece of glass, etc until peeled off.
Are there adhesive sheets or rolls that have a peel off backing? Not a big deal, but I'm not familiar with roll paper, etc.