Sand through occurs for two basic reasons - 1. in experience on how much to sand and 2. Not enough CA or other finish. One can put 30 very thin layers and still only have .005 or .007 thickness of CA. I only apply two or three layers and have a build up one .01 to .015. How do I know? I measure it with calipers. If you don't have a set of calipers, get a good set from Harbor Freight or other place.
Measure your blank just before you start to finish and write it down. Then add your CA and measure your thickness build up.
This is me personally and the majority of people apply CA probably the same way you do - with paper towel. I do not use paper towels to apply CA. I am not a scrooge but using paper towel (PT) is a waste to me, as the PT absorbed 75% or more of the CA with only 25% or there about getting onto the blank. No big deal but something to think about.
It is fairly common for those new to pen turning to sand through and it is primarily because not enough CA thickness is getting onto the blank. Calipers can help with that and it will help you in measurements for fitting you blank to the pen parts. (Don't use the bushings for the measurement of sizing the blank when turning of finishing. Use measurements with calipers.)