1) Dampen the leather and sand it off - I use a hand sander with 100 grit, Dampening keeps the dust down but also helps smooth things out.
2) Once that's done - burnish it while damp - I use a large curved rib bone, but they make glass burnishers
3) Once dyed/finished if still a bit fuzzy use a couple of coats of Gum T, burnish, followed by a coat of Leather Balm with Atom Wax
4) Alternative - Do step one and then glue in a liner
If the piece is heavily fuzzed I keep it for making a thinner piece i.e. 8/9 oz down to 6/7 oz - I sand, but if you have a splitter that works too