I am using these http://www.widgetsupply.com/product/SGQ8-38540.html diamond wheels in a Dremel tool. I have tried 80 grit (too coarse), 100 (good for roughing a new tungsten or cleaning contamination) and 300 or 400 for final polish and touchup. They work great and the price is right. I will try and post a picture of my high dollar (about $20) sharpening machine later today.

And, for what it is worth, I us a purple Scotchbrite stripper disc in my drill press to put a final polish on the tungsten. It also removes any tarnish from previous use.