I had some missing LEGO bits, so I found the components on ldraw.org, converted to STL with LDView, and butchered them together with Fusion360.
In this case, I merged 3 parts into one, so I’d only have to deal with 1 interface instead of 5. The sanding probably made it worse.
I’ve had the same experience. Not worth it and too much of a hassle to calibrate for proper snap.