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You're roughing up the surface yes. Think of the scratches like ripples in a sidewalk. Put identical ripples on ice.

The rippled sidewalk is your 1K or 500 stone and the rippled ice is your 12K,...

I use the extra course DMT on all my stones. Even the 16K Shapton GS before it was stolen and now my Naniwa 12K.

Yes, it will leave scratch marks, and yes some if not most here will say it's too...