Don't sand it, don't grind it. Instead, take a propane or MAPP gas torch (a mini torch would work perfect) and heat it until the glass starts to melt - it will smooth right out. It should only take about 15-30 seconds of direct heat. Then cut the flame and let it cool naturally at room temperature. Seriously, it will work like a charm.
That's how we "polished" the ends of glass rod and tubing in the chemistry lab, except we usually used alcohol burners instead of torches.
That’s the first thing I thought of as well.
Wouldn’t this subject the glass to severe thermal shock?
This is likely soda lime glass - plain, ordinary, glass.
Laboratory glass is borosilicate glass and has much better thermal shock resistance.
The lamp will almost certainly crack/shatter with the application of a torch.
