There are all kind of teeth sizes for draw files. You want one with small teeth for finishing work. Talk to the guys at a good hardware store, or surf the internet . Stay away from the big discount places, unless you happen to know they have a clerk working there that actually knows something about tools. I used to buy tools at Sears, but stopped when one of their older clerks retired, and the young ones had to ask someone else where to find draw files! Ace Hardware stores and the like tend to have people who actually know something about tools.
As for chalk, if you can find any that doesn't send up dust, use it! Just take it easy and remember why you are using it. by loading the teeth with chalk, you prevent filings from getting stuck between the teeth. By cleaning your file each stroke, you make sure there are no metal filings caught in the teeth( inspite of the chalk), that will scratch the surface you are trying to file. You don't want to put your weight on such a file. A good, new, sharp file, taken care of, will remove a small layer of steel with just the weight of your hands and its own weight. So, take it easy. I have seen more work screwed up because the guy operating the tool thought he had to be Godzilla, than for other reasons. I think their problem comes from using dull files, or old files that have been abused. A file is a knife with hundreds of edges, all razor sharp. Don't do anything to those edges you would not want done to that razor you shave with every morning!
Paul