Alvin,

Some of the commercial Headlight Restorers (except Meguiar's) use the fine-polishing ingredient in Brasso, diatomaceous earth. This is a very fine polishing agent (it used to be commonly found in in out parents'/grand-parents' tooth-paste). Meguiar's uses fine alumina as a polishing agent.

I'd try what you suggest, using Brasso as a last polishing stage.