I've done it both ways, I prefer to wet sand (when it's warm)
because I can see what I'm doing better, when dry sanding the dust
seems to get in the scratches and hide my guide coat.
The wet just seems to do better, but that's just me.
I also have a 1/4" hose, like Shine (He's bragging,LOL).
I got an adaptor from Home Depot to connect it to my garden hose.
I also glued a clamp on a speaker magnet (w/tape on the bottom)
to hold it where I needed it. Works really good.

imp: