Mike,
Sorry to chime in so late on this.
Since the heads are already file sharpened I'd only use the blue (coarse) and red (fine) then go to the white ceramic if you have one. (I'd use a Norton cobination india stone between the fine diamond and the white ceramic but not sure if you have one of those).
Next Strop on dry corrugated cardboard. If your doing a three blade head, then lay the head on the cardboard. Lift one blade up slightly and drag the other blade backward across the surface of the cardboard. Then reverse to do the other blade. Then rotate the head and repete. Kind of like a skating motion except instead of pushing into the blade that's down, you're pulling it backwards. You don't want to crush or even compress the cardboard.
Snufferes, WWs, Razorcaps or almost any three blade head can be made every bit as sharp or sharper than a brand new razorblade. Push from elbow to wrist and not leave a single hair behind. I say almost because there is one popular head out there that the metal is just not adequately hardened to be able to develop that level of sharpness.
Ron