Thats a poor prep job then, you shouldn't be able to see the filler at all, let alone sandpaper marks.
Your best bet is to sand it down again but take your time and do it properly, use a very fine grit paper to remove any marks from previous sanding. Any tiny imperfections in the filler
will show through the paint.
With bodywork it's all in the preparation, I recently removed some rust from the bottom of my doors and front wing, and it took me a week to do it all. About 1/2 a day was grinding the rust out, 3 days filling & sanding until it was perfect, and then a day spraying.
Here's a link to how i did mine:
http://www.golfgtiforum.co.uk/index.php?topic=147378.50It starts about 1/2 way down that page and goes on for a couple of pages with a few pic
