I personally would use a bright light and a 10X jeweler's loupe first to check it all around, just to make sure that I had cut (just) through the finish. Then see how much of it I could get off just by careful scraping, with something like the edge of a 6" stainless steel shop rule, or the back edge of a chisel. scrape diagonally away from the mahogany, SLOW... We already know the finish doesn't want to be there.
Then I'd dress the fret ends, up to just before the final steel wool polishing. If there's still some finish left on the rosewood, yeah, I'd go after it with some 400 grit ->600 on up. Wrapped around something hard & flat, like a nut blank, not a fingertip. Ideally you'll be fine-finishing the fret ends, leveling the finish boundary and removing the last bits of unneeded finish all at once. The finish may be acting somewhat as a grain filler, I 'd just leave any of that in there. I'm not at all a fan of "rolling" the fingerboard in between the frets, that seem like making it harder to play and more catching, rather than less.
