On broadheads with a "rough" factory grind (like Zwickeys), I start out with a Stanley 8 inch single cut mill bastard file that I get from Wal-Mart. I use this to "smooth out" the factory grind. I also mark the edge with a Sharpie marker to see where I am filing. Get the file as close to the ferrel as you can. Some people even use the ferrel as a "guide" for the file. This will decrease the angle of the grind and make for a sharper edge.
After you have worked both sides and have them smooth, you should have raised a burr. I then go to a 6 inch Nicholson single cut mill bastard file. Using very light pressure, flip the burr from one side to the other. Decrease the pressure on the file until you are using just the weight of the file. Keep flipping the burr back and forth until you can't feel it. I then burnish the edge on the shank of a Craftsman screwdriver like you would use a butchers steel. This "sticky feeling" edge will cut hair off of your arm with little to no pressure; but be careful. With a little more pressure it will also "roll" the skin off too! In my opinion, this edge is also more durable than a honed edge. There are some videos on file sharpening that are in the "How to" section. Hope this helps.