No oil on the stone is correct. I didn't sand mine, but if I did I would rinse and thoroughly wire brush them after sanding to remove any grit.
I put cornmeal on the bottoms of my pizza to keep them from sticking and it was the cornmeal and stuff cooking on and burning off that eventually seasoned the bricks. I would brush off the excess with a bristle brush after making a pizza but unless you ardently clean the bricks after every use "seasoning happens".
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What a relief! To find out after all these years that I'm not crazy. I'm just culinarily divergent... | 
