I finish with .50 diamond after my 8k and 12k stone. That edge is wicked sharp but a little harsh so I will run it a few times over chromium oxide to lessen the bite.
Personally, I would not use a diamond compound over .5 for the scratching reasons listed above. Diamonds are a lot more aggressive than the abrasive compounds in the hones and stones used for razor honing. I do remember reading about someone who did an entire honing sequence using diamond paste and spray on strops, but I can't find it. If you do try to finish/hone with the variety of diamond compounds an important thing to remember is that you can never clean a compound off of a strop surface, so you need a new one for each grit.
By the way...9 micron diamond will put a terrific edge on a pocket knife so either way your purchase will not go to waste