In working with raw selenite the first step is to wear something over your mouth and nose so you are protected from the dust. Since selenite is a soft form of gypsum that easily splinters goggles need to be worn for eye protection.
One suggestion is to use a dremel tool there are multiple disks you can use and there is also micron sand paper that will work either wet or dry. A drill will work as well as long as it’s high speed. It needs to go up to 30,000 rpm and it’s better to have one with a cord since the battery won’t last long.
You need to have a small tray and put a bit of water in it, enough to cover the selenite to help soften it.
below you will find a video showing how to polish raw selenite
video courtesy of lapidarybyandy https://www.youtube.com/channel/UCXI87cEuYT5jlUpcOBsHDkA