Slixx, you must have found that huge thread on Autogeek about spar urethane.
If you are coating them with clear coat, or urethane, just remember that to leave them rough sanded to give the coating something to hold on to.
The clear coat will have a much harder time holding on to a completely smooth polished surface.
Don’t worry about how unclear they are after they are just sanded, the clear coat will fill in the sanding marks and make it look nice and clear.
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I've actually tried it both ways, rough surface and finishing it with polish to really clear the plastic. I personally haven't had any issues with it sticking when smooth but everyone's mileage may vary. You are correct for leaving it rough would be the best method as it would have something to grab onto. Once complete. It looks so good the second you apply it, I just wish it stayed that way.