Thicker hot rolled steel takes longer to cool than thinner steel and develops a thicker, harder scale than thinner sections do so the examples of cleaning thin wall tubing shown are not the same as you have to deal with. What you have is going to be thicker and harder and you have a lot larger surface area to contend with.
Yes, either a flap wheel or sanding disc will leave scratches and they will be glaringly obvious under an oil finish. Like woodworking, the only way to remove them will be to work through progressively finer grit abrasives to remove the scratches.
There are any number of direct-to-metal paints (usually called "DTM paint") that can be successfully applied over mill scale. As an industrial contractor I've used them for over 30 years. Go to your local Sherwin-Williams store (or similar store that deals in professional/industrial paint) and they can advise you. With DTM paint it's usually it's a simple as de-greasing the steel and painting it. If you were painting your smoker a "high build" primer or paint would help hide the scratches and save a lot of work.
If having clean blemish free steel is important for future projects I'd suggest asking your steel supplier for pickled and oiled steel (often referred to as "P&O") which is hot rolled steel that has had the mill scale removed in a caustic bath and was then dried and oiled. My supplier, Race City Steel in Denver, NC gets about a 35 to 40% premium for P&O 1/4" plate but I balance that against not needing to grind mill scale off around every weld and not having to sandblast the project and gladly pay the difference.
With that said, I have 2-2/3 sheets of 4x8' hot rolled 1/4" steel on my stock cart so I'll be sandblasting the next few smokers before painting them.
I don't know how much steel you want to clean or what your budget is but a "surface conditioning tool" can be a great addition you your tool arsenal. Harbor freight makes an inexpensive one that I have no personal knowledge of and Eastwood has one that at least two guys I know have spoken well of. Used properly, they can leave a ready-to-finish surface. You'll find plenty of videos on Youtube.
Amazing deals on this 9A Surface Conditioning Tool at Harbor Freight. Quality tools & low prices.
www.harborfreight.com
Multiple Tools In One! Removes Rust, Paint, Body Fillers Conditions Metal so it is Ready to Paint Buff Metal to a Mirror Finish Professional Grade Backed by a 3 Year Warranty US Patent #D814,261
www.eastwood.com
If you add your general location to our profile you may find that you're near enough to one of us that we can offer to help you out or maybe even lend you a tool or two.
Best regards to all,