Any steps between sandblasting and painting?

Personally, I'd use high heat primer first, sand lightly, then apply high heat paint.

If you have an air compressor I would use an air nozzle and blow off any excess grit and dust and then paint away. I'd use 3-4 coats.

I would blow it off then wipe it down with a tack rag then a good wipe with acetone and go to painting. The tack rag will pick up what the blower misses and the acetone will remove any grease that might be there and also dry the metal out to remove the slightest bit of moisture.

Make sure to check the can to see if they recommend acetone or something else.

I would blow it oww to get any sand that might still be present and like others suggested and wipe down with 3m asitone and a tack rag before painting .

Prime

Vinegar will also prep the surface for HH primer and paint.

I paint them every week.... just make sure to blow off with a leaf blower or air of some kind.... I would not wipe down with a rag or you may very well have little fines of lint in the paint job.... rustoleum paint requires no priming or thinning at all..... high heat primer is a not needed just an extra step... if you use a roller run the roller over some duct tape to remove any lose lint on the roller.... we blast and paint cookers every week..... works great for us... although I do spray mine HVLP.... I have bought paint that is 300$ a gallon rep said was the best..... ha ha..... nope I have tried it all.... believe me Rustoleum 1200 degree is the best out there......
Be aware the blast media used has an impact on the finished product and how many coats are needed.... I get all my cookers sandblasted at the refinery where I work as there is a paint and sandblast contractor that stays on site...... sometimes they will use aggressive media sometimes not.... the last round of cookers I got blasted they had used a very aggressive media and it required more paint and more coats on my part.... I really did not like it because on a large cooker it took up to a gallon more paint to get the look I wanted....if you have surface rust say from humidity after being blasted then it really is not a big deal.. when I say surface I mean where the cooker turned a very light orange.... no issue spraying right over that but it might take a couple coats... make the first coat lighter then you can heavy up the 2nd coat..... this is just my experience after painting over a thousand cookers..... Not trying to discount what anyone else said but it is a tried and proven way for us.... Good luck!!!!!!

I'd roll with TuscaloosaQ's advice.
Rustoleum paint has been an industrial standard in my life.
If there is any rust forming (and there always is if the virgin metal stands for any amount of time, not a worry with Rustoleum) The rust inhibitors in Rustoleum takes care of it.

Remember to let your paint job cure for long enough to vape off the solvents.
I like to age my painting by several days/nights out in the open under an Easy-up. It heats and cools the finish, and slow hardens it.

Follow the paint directions. Do not prime unless it tells you too, and if so make sure you use a compatible primer.