Paint generally sticks better on rough uneven surfaces, so yes, you can sand it down, but do with care or you risk damaging your gun. Sanding with fine sandpaper is a necessary step in any properly done paint job that you hope to last a long time, unless the sandpaper is too rough, it will not damage the plastic. Otherwise, the paint will stick fine to unsanded plastic (or metal), you just might have a problem with runs in the paint. If you follow the directions in this tutorial, you shouldn't have any problems.