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How fine a grit of sandpaper should be used to sand a gunstock before putting the finish on? Should the stock be wet sanded at any time before applying the finish?

You want to sand to at least 320 or finer. But I think much finer than 400 is a little much. wet sanding the first couple coats of finish/sealer/filler (whatever you are using) will help a lot to get a smooth filled finish.

Regardless which product I use, this is my (Mike Campbell) canned essay on how I begin finishing raw wood....

1) Cut your finish 1:1 with mineral spirits. Make a couple wire hangers for your wood and slop on the finish with a paint brush. (I drilled a couple holes in an overhead shoplight and hang them from that). To put it in perspective, if I could afford it, I'd submerge the whole stock in a bucket of the 1:1 for 30 minutes. But what I do is keep the stock dripping wet (shiny) for 30 minutes by continuous
application, including the inletting. No subsequent coat will ever penetrate deeper than than the first, so this is my opportunity for max penetration. When
the stock has soaked up about all it can, it will stay shiny all over for 5 minutes and I quit. I carefully dab out any puddles that might have formed in recesses in
the inletting; if allowed to dry as a build-up, they will interfere with reassembly, actually requiring some re-inletting and we just paid dearly for that.
This is the the one and only time I want to oil the inletting . I doubt even that is necessary, but provided I don't get too much in there, it can't
hurt. I've only seen a couple of stocks with water damage and they both appeared to have been standing in a puddle in a duck blind and the water crept up
the butt; never seen any concrete reason to worry about "sealing" the action inletting from water. But it might have protected some of the guns my father used to pour motor oil over. I soak the end grain of the butt during this first sealing coat too, but I always come back much later and put more full strength finish under the pad. Let it dry 12 hours.

2) No doubt, there will now be shiny areas that are nearly sealed and dull areas ready to soak up more. Repeat the 50/50 saturation, avoiding the inletting.
Dry 12 hours.

3) Repeat, maybe twice more. Now you have a shiny-all-over, if somewhat gloppy, surface like a kindergartner's paint job. Reinstall the recoil pad;
it stays on for the duration.

4)Pick up your Pink Pearl eraser and 320 paper and wet sand a 4x4" area with 50/50. Don't be too aggressive, you just want to barely remove the surface coat of hard finish and a
little wood dust to create some mud to fill the pores. Pause and gently wipe off the mud with a coarse paper towel. Public-restroom absorbancy is actually better that the premium absorbant stuff.You don't want to lift the mud out of the pores. As
always, be very careful about approaching the edges, since there's no metal there to keep you from rounding them over. The eraser will work well for the large areas of the stock and the sharp action edges. The recoil pad will protect the butt edge,
but be careful to do most of your sanding there one-way in the direction of wood onto rubber. If you drag too much rubber dust/oil mud back onto your
wood it can actually start to darken it. For the flutes, around the ball and grip , and a final pass or two along the top of the comb, use your fingers to back the paper....just be conscious of not dwelling in one spot or otherwise allowing your
fingers to create dishes. There will be many shiny, spots (unfilled pores) remaining, but the stock is now sealed.

5) Apply a full strength coat, dry for 12 hours and wet sand with 50/50 and 320.

6) Repeat. After the second or third cycle of full strength coat/320 wet sand, you should have a uniformly dull flat surface with no shiny (unfilled) pores. Time to begin topcoating.

Bill Soverns' essay:

http://www.mausercentral.com/stockfinish.htm

Frank Whiton's essay:

https://www.firearmsforum.com/Firearms/Article/3037

What, no dampen/hairdryer dewhiskering?? The rest of it sounds right.

I dewhisker very time I wet sand to fill the pores.

I had a stock finish whisker once about 30 years ago. That happens when you apply a non-penetrating finish to bare wood, like polyurethane, lacquer or even TruOil if it isn't thinned. Once I started thoroughly soaking with thinned finish for the first few coats and wet sanding to fill the pores I never had to include a separate dewhiskering phase.

If a stock is bad and had to be totally refinished, after stripping and sanding, I usually use Watco as my stain. They used to have 3 different color walnut stains and one would be very close to what I wanted or was there. In applying the stain, and then wiping it off, I use 400 wet/dry and the slurry fills in the pores and makes the finish glass smooth.
Then I use either a shellac and almost do a French Polish on it or use a blend of boiled linseed oil, spar varnish or tung oil (pure) and mineral spirits. After about 12-15 coats it is a nice finish. Tru Oil gives about the same finish and is basically the same ingredient.

Most amateur (I include myself) stock finishers are more interested in getting through than getting it right. SLOW DOWN and enjoy the process.

The difference between a decent stock finish and a great one is sanding prep. I used to think about 400 or so was plenty fine enough grit to get a nice job. I also thought the faster you could get it done, the better. I've learned different.

I might start with 320 if there are irregularities and dings and dents to remove, on rare occasions even 240. How well you pay attention to edges and sharp contours so there is no rounding off anywhere makes all the difference in the final product. Take your time and go slowly, use good lighting, and reading glasses if necessary to be sure you're keeping contours and edges sharp and true.

After I am satisfied with the initial sanding, from a really careful inspection in broad sun, that I've removed all the little hickies, I go to 400, then 600, then 800 until I have a glass-smooth polish on the wood, sometimes going as fine as 1000 grit. Then I begin my finish application. Those last two grits really help show if you've left sanding marks with the coarser grits.

If I'm going to sand and fill the finish with the slurry-and-wipe procedure, I start with the 400 for that. I have done 320 a second time to begin the wet-sand a few times. Go slowly and inspect often to be sure you don't miss a single place anywhere.

Did I mention to go slowly?
JR