Newbie question on glaze/new paint/buffing

Hey guys, Im looking for input.
I just painted my first car, and it came out ok. More orange peel than I wanted, but the body work/repairs came out perfect. I spend a few good hours sanding the body with 1000 grit, and most of the peel is gone, but I have a few spots that are left. Their showing up as what looks like small dimples. Im nervous to keep sanding as its not in the budget to repaint the body all over again as this point (quarters are connected to the roof without a separating line) PPG clearcoat says 2.0-2.5mil thickness for 2 coats of clear, and I have 4 coats on the body so I should be around 4-5 mil of thickness on the clear. Which leads me to my two questions.
1) can you wet sand through clear coat to the point of burn through before the orange peel is gone or is that a oxymoron? I'm constantly sanding, drying and checking my progress.
2) My father said there is a glaze/sealant I can use on it to hide the minor imperfections. He sent me a link to a list and found Meguiar's mirror glaze synthetic sealant is the one I like the best on the list, but is this too good to be true or should I keep wet sanding. You cant see them straight on, only at a angle when it starts to reflect the light.
Unfortunately I don't have any pictures of the pin holes, The car is two states away in Maine and my phone ran out of juice before I was able to snap a picture.

Also, I've never painted, wet sanded or buffed a car before so this is all new to me. Thanks in advance.