You could try a really big cuttlefish bone?
You have two tasks here, one is shaping them and the other is sharpening them.
For shaping them, hold the gouge in th evice and use an angle grinder with a 40 or 80 grit flap wheel (not a disk). Aldi had grinders for under a tenner last week and they're a useful tool all round.
Get a decent "fingernail" grind onto your spindle gouges, for starters.
You can also use this for power sanding punky wood in the lathe.
For final sharpening, I can't think of anything better than the twentyish quid machines with the large geared wet wheel. That's cheaper than a decent fine stone for a full-speed machine! You don't need a woodcarving edge here, but you do need quick refinishing on HSS.
Scary Sharp won't do HSS in finite time.
I'd always recommend a full mask, and maybe goggles for visitors. Get a decent mask that doesn't droop downwards, otherwise you find yourself breathing into it and fogging it. I often wear a respirator on a cold day, just to keep my breath off the faceshield. It's not a bad idea when sanding too.