I used to use 40g because it was a bit cheaper with the same results as the 36g.
However, I have an oscillating wide belt sander and on occasion, I could see the wavy lines through the clear glass.
I have switched to 60g for everything unless I plan on staining the veneers. Glass has an 80g finish.
I prefer the 60 to anything smoother because it is less likely to burn the wood and since I have never noticed any sanding marks, it works well for me.
Bigjim