For my wood projects, I cut sand paper to whatever width strips I need, of twice the length I want to use. Spray a light coat of 3M77 spray adhesive on the strip, wave it around for a few seconds to get tacky, then fold in half. It's stiffer, doesn't slide apart when sanding with it, it's double sided grit, and you have better grip on the sand paper. It's not nearly as tiring to work with it. Being stiffer lets you roll it into a curve that matches what you are working on.
I also make sanding blocks of any shape I need from 1x2 pine or oak strips, cut sandpaper to fit, and spray the sandpaper with 3M77. Wave the sandpaper to get it tacky and then stick it to the wood block for sanding flat areas. Don't spray the wood block, just spray the sandpaper. It acts like a Post-it note when you want to change sandpaper. Peel it off and install another piece.