Here is another good idea that I am ready to try: Scroll Saw Sanding Files.
Mount these little beauties into your scroll saw to turn it into a power filing machine. The product literature says that the silicon carbide abrasive is aggressive enough to cut as well as sand in most materials.
They can also be mounted into pin vises, craft knife handles, and mini hack saw handles, so I am sure to find a use for them. I'm going to order some today and I'll let you know if I like them.