Like you need more practice
Geoff Whaling
Like you need more practice making finials. 
Been there, seemed like a good idea at the time sort of stuff. I have quite a few spin tops with short spindles.
I use an Australian made OOOO steel wool that comes as either bulk rolls or as "pads" in 100 gram & 500 gram packs. The "pads" seem to fold better and do not have the extra long strands of the rolls and are much less risky on delicate work.
I make a small pad just large enough to burnish the surface and hold it with a soft grip. If a strand gets wrapped up the small pad simply pulls out of my fingers and rotates with the work piece. Generally no damage done.
I also do a fair bit of finishing on delicate finials as I go, while there is still enough material to support the finishing forces. 