I do not, I use a couple microfiber cloths. But in all fairness I only polish my heatsinks that i just lathed. Not sure how much harder it would be to get the oxidation off after a long time. Might have to have a wheel.
I believe they did everywhere. New ones are getting harder and harder to find. I guess what little bit they made on them wasn't worth the trouble and money to keep us hobbyist from the diodes.