If youre planning on doing a bunch, a sight tool for your specific gun is the way to go. Ive done a lot of sight sets on SIG's and Glocks, and the tool (I use MGW) makes it a simple job, and it also allows you to fine tune your zero, and right at the range without disassembling the gun.
A sheet of emery and a hard flat surface is often a necessity when you install the new set. As was mentioned, just run the base across the emery a few times and try again. More often than not, you usually don't even get all the finish off the bottom of the sight. No need to file the sight or the dovetail, nor do you want to, so don't even get one out.
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And just a clarification on why you don't want to file, when you run the base of the sight across the emery, you remove material evenly, and the more you remove, the narrower the base also gets, and equally so.
You may want to have a set punch handy too, as if you got a bit overzealous with the emery, and the sight is actually loose, you'll likely need to dimple the base of the dovetail a bit to tighten it up.
If roll pins are involved, and set of roll pin punches are the way to go.
The right tools for the job, and a little knowledge, and doing sights is a pretty easy job, and something anyone whos slightly handy can usually do.