yes, all common practice - don't know about "gloss" primer, I'd use an epoxy primer for best sealing, but you do want primer applied ASAP after sandblasting to avoid flash rusting, and it's normal to do the bodywork after an initial primer - some spots will be sanded off again, if necessary
it will not only be cheaper to blast it clean instead of getting the body guys to sand/grind it clean, it'll do a more even job and give you the best surface for paint adhesion
Bill