I have one of these pens and found that you need to wear rubber gloves when using these fiberglass pens. The individual bristles of the pen can break off and stick in your skin. Think of a really small splinter that takes days to work itself free. You should also wipe down your workbench area after using just to make sure you've picked up all the microscopic pieces.
Yeah, it's a lot of bother. Still, for removing small glue blobs or other precision sanding, it's worth the effort.
HTH