Sanding Between Coats? General Finishes Outdoor Oil

Built some railings for my deck. Railings are mahogany hand rail/nailing strips and bottom rail. Balusters are KD Doug Fir. Must say the whole thing came out pretty sweet. I treated the mahogany elements with two coats of Cabot's ATO then a coat of the GF Outdoor Oil. Looks excellent. I am wondering if I should lightly sand the railings with some 220 grit paper before putting on another coat of the oil. The can says nothing about sanding between coats. Checked the GF website, nothing there either. The dried coating looks a lot like poly or shellac. With all the labor I put into these I really don't mind another step or two. Advice would be appreciated. Thanks. John
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