I’ve been using 600-800 grit wet use sandpaper on my legs for years now, and it works really well for me. It doesn’t and shouldn’t hurt. I don’t know what that product is, though, so I can’t attest to the quality of that. When I do it, it doesn’t take very long, nor much effort for it to get rid of the hair. You shouldn’t need to rub very much at all, and if you are rubbing a lot, that’s probably why the irritation is occurring.

Sandpaper is abrasive, but no more so than running a blade up and down your leg repeatedly. I have very sensitive skin, and for me, the sandpaper is less irritating than shaving, and I get less dark shadow– which is the main reason I prefer it. I would recommend just regular hardware store wet use sandpaper though, much cheaper and exactly the same result. But it could be that friction based hair removal just isn’t suited to your skin type.