It also can be far quicker to remove metal than to mill.
Pretty good filer myself, used to work to a few microns finished product, one of two people left in the world who used to do what i did.
Top tip, work clean. If using a vice, set top of jaws at elbow height.
Good tip looking for light in between a straight edge and job for flatness, its the only way i could do it. Daylights better than artificial, so take job outdoors or agianst a window.
Practise, well theres an element but you either have it or you dont. You know you arent far away when you can draw smooth with a 12" three square bastard for the roughing stage that will look like a second cut had been used.
We had our own specific files for finishing when using oil on the job, same with cloth backed abrasive roll. No problem filing stuff direct off the mill with slurry on the parts, just got to get under it assuming theres metal left but better to dry off. Most of the problem is the oil transfered in to the file teeth which never seems to come out. I dont suffer with oily hands, good job since intricate parts needed man handling continuously. We used to have one chap, anything he touched turned to rust within hours.