Question for you dash refinishing experts out there...?

Yes, the slightly rough finish is correct. No don't sand if off unless you want it to be a smooth finish. If you choose to refinish it back to the original type of finish here's is two products/methods I've used with good success: Satin Black paint for dashes from Totally Auto: http://www.totallyautoinc.com/paint/paint.html, and I've used a good quality rattle can flat black. The difference is in the painting method, the Totally Auto dries with the correct semi-rough finish, easy and done. But, to get the correct finish with the regular flat black you need to spray the paint at a further distance from the dash so it mists the paint and forms the rough finish. With either of the paints use multiple light coats and clean and prep the dash before any painting.