You might want to read THIS THREAD that's developing now and get in on the experimentation since you're planning on exploring a similar technique and using similar materials.

If your intention is to use pastes in lieu of hones from start to finish, then you'll need to back hone rather than edge lead with the materials you've listed. You can't hone edge leading using denim, leather, balsa, most other woods for obvious reasons.

I've tried bevel setting with grease based from 300 grit equivalent up to 1k on glass. Bad results so far.

For polishing/finishing an edge using fine grit pastes any of those materials you've mentioned work well. I like denim, but not as a final finisher. For a final finisher, I prefer balsa or leather.

Chris L