How do I clean up my edges? Especially interior edges that are hard to sand.

I'm new to all this and have been playing around with my scroll saw. I was cutting out some letters for initials, and... basically when getting into those interior spaces when I can't just go straight, I end up with some really jagged cuts.

Its like I need a router bit to clean up afterwards but the space would be way too small for that. Do you just take some sandpaper and wrap it around something small?

I might try to pick up a tiny metal file, but seems like that would be a lot of filing and maybe my technique is just bad in the first place? not sure. Any help / tips / video (tutorials?) would be helpful.

TIA.