I do convex grinds almost exclusively, although I usually just do a belt finish up to 400 then give it a nice satin finish with a scotchbrite belt.
However, when I occasionally do hand sanding I'll use the technique described by Nick Wheeler in his video (you can find it in the video tutorials sticky, it is awesome!). Except instead of a hard backing, I use a small paint stirrer wrapped in one or two layers of garment leather. It's some dyed blue thin stuff that I think I got in a scrap bag, and it's pretty sponge-y, almost like imitation leather. But I'd bet any similar material will do. Anyhow, the thin wood of the paint stirrer will bend and curve a little around convex bevel, as will the soft leather backing wrapped around it. The only thing to be mindful of is that your edge will be dulled during the sanding because it will sink into the soft backing (although you can minimize this by resharpening after the coarser grits then using a lighter touch while hand sanding with the finer grits), so you'll have to give it a good sharpening when your done.
Hope that helps!