Lapidery suppliers stock silicone carbide grit. I use 600 mesh as I have it on hand having bought it for another purpose, a coarser mesh would do just as well.
Brazing rod is used to join metals by heat and can be bought at plumbing suppliers, use one that is not covered in a flux, it looks like brass rod. Any non ferrous metal rod of the desired diameter will do.
Plasticene is a trade name for an oil based modelling clay used by sculptors and model makers not to mention school kids. It's used as it does not wash away with the cooling water as potters clay does.