Yes, but it doesn't have to be super fine. No file, no sharp. - Little known Bob Marley song from his days in Verbier and Aspen.
You absolutely need a sidewall scraper. Number one cause of frustration is the sidewall. If it's not recessed even the diamond stone will hit it. You could have someone do it for you, but it's done by hand. What type of ski are we talking? Cap, laminate? Easiest is laminate with abs sidewall. When there's rubber sandwiched at the tip and tail it never really cuts well. Stockli's baby seal skin comes to mind.
Cap skis can smell like dead animal when pulling the sidewall and are a bit like scraping Swix CH4 (or similar very hard) wax without heating.
Ok, Reliable Racing has this one on sale for $8.45. Places have been charging $40 for it. I think I paid $20 nearly 20 years ago. Hell, it's less than the replacement blade.
But, I would never recommend it in general as it's a bit tricky to get the hang of. It does work, I only replaced it for reg use 2 yrs ago. Still carry for travel. As it's so cheap, it's hard not to say get it and find someone to show you how to set it up. You want the front slightly lower ( closer to sidewall) than the back. You apply a slight downward twist when pulling. Cap skis don't pull nice curley shavings usually. Overlapping short strokes. Sometimes quite agressively. It can be loud and a little messy.
I may get another.
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