Hello,
This is a very good question... :-) Here's what I do in my studio... After I have sanded to my final grit, I lightly wipe the surface down with Odourless Mineral Spirits (OMS), or Naphtha (N). This will show any pesky areas that still need attention very easily and the OMS, or N will evaporate quickly. With some species, I will wipe the piece down with distilled water to raise the grain. This also shows any areas that still may need attention prior to finishing.
Another thing I do before finishing is to take the piece out in the sunlight and closely examine it... The natural sunlight is the best light for finding defects in the surface before finishing. My studio does not have any windows and therefore, I take what I call a "Bowl Walk" in the sunlight as one last check before applying a finish.
As you are well aware, once you have applied a finish, it's harder to repair an area that needs further attention, versus just resanding the bare wood. If you are having difficulties, you may wish to add a wipe of OMS, N, or distilled water midway through your sanding. This will show you if you're getting a good finish before you progress into the higher grits.
I only do this wipe down inspection on my final grit now, but when I first started twelve years ago, I did is midway through my abrasive protocol as an added check to make sure my sanding was defect free. Take care and all the best to you and yours!