Ken, as I'm new to pen turning, are you suggesting that you hold the skew on it's side so that the cutting edge of the skew is running vertical? I am sharpening with a 6" grinding wheel with a norton (white) 150 grit. I'm doing this dry (no water or paste etc.). Believe me, this is much improvement over my old 60 grit wheel. I may try going out again tonight and try another wenge. It sounds like starting with 100 grit (instead of 150) may help get past the tear out.
Mike -- shear cuts take off little curly whispy shavings -- generally I would describe it a higher towards the top with the point lagging behind the heel about 15-25 degrees (from vertical) - bevel rubbing and just contatact at the sweet spot to take shavings --- moving the skew slowly as to not make spirals in the wood.
Wenge and shear cuts are the hard way to get experience -- but preservere and you will get there.
Looking at the edge of the skew you should see no reflections from the edge (dull spots) and it should shave hairs.
I am one who hones my edge of the skew with a diamond hone (600 grit as I remember -- Alan Lacer hone). Any sharpening method will get the skew sharp -- and finer usually provides a more refined edge for finish cuts. You should be able to shave with a 150 white AlP wheel. Honing means fewer trips to the grinder and more turning.
When it gets as good as it gets -- build a top coat (I like lacquer, Enduro, and CA) smooth it to a glass smooth surface (may have to shear scrape to level the surface) then polish the surface of the topcoat.
With wenge -- and the texture it may take 2-10 applications of surface top coat and after curing shear scraping back the high spots to get that glass smooth surface.