I use these. They are long narrow sticks which makes them great for filing small burrs. Several different grits so you can use different files for gold metal, stainless steel, cheap counterfeits, etc.
They're called "wood sanding twigs" but they work for metal also (the label says "metals" as a possible use).
As hobo4449 said, an electric one would be the best if you are in this hobby for the long haul.