I wouldn't use any "wool" when working on a stock finish. They will cut thru epoxy paints so they don't have any problem at all cutting thru a fine gun stock oil finish.
If one is "whiskering" their wood they want to cut off the whiskers cleanly without pushing them back down into the pockets from which they sprung.
Steel or brass wool will not cut off the whiskers. It will just push them back down giving the appearance that the whisker is gone.
That said, a piece of unused 220 grit sandpaper cannot be beat.
Speaking of 220 grit sandpaper, IMO that is the finest sandpaper that anyone should be using on their wood prior to staining.
Grits finer than this will tend to cause the woods surface to close up making it difficult for the stains, be they alcohol or Aqua Fortis to penetrate the wood.
More than one person has finished their bare wood with grits down to 1000 grit and then wondered why the stains didn't penetrate the wood. After reading this, now they know.
By the way, those fine grits of sandpaper are meant for working on metal or painted surface finishes. Not for sanding bare wood.