Although in general it's better to sand with the grain, when sanding on a lathe you can get away with just sanding across it. Keep the sandpaper moving to avoid scratches and burning the wood. If possible reverse the direction of the lathe for alternate grits. Don't skip large steps in grit sizes - I use 120, 150, 180, 240, 320, 400, 600, 1000 and 1500. Make sure you use good quality, cloth-backed abrasive - this moulds to contours well and doesn't crumple into sharp folds, which can scratch. Good luck!