Curiously, I'm facing less marring using the medium grade (yellow) mitt when compared to the fine (blue) mitt.
In fact, I only had one experience with really bad marring, and that was using fine grade mitt. Until that time, I always leaned towards the fine to avoid marring, but from what I could observe, when marring is to happen, there's little one can do about it.
My case happened when I tried to use my best non-marring technique, and it was the worst marring I had.
After that I've decided to don't worry more about marring and to use the medium grade more often. That said, very little marring compared to the fine.
However, the nanoskin marring is so superficial, you will get it out on the first pass of your polishing. That said, it's horrible to the eyes, but it's just a visual effect, goes off really easy.
Your approach using SF4000 after nanoskin is what I like doing often, if you take a look at some of my threads regarding CIVIC and COROLLA detail and coating, I've used exactly this, nanoskin and SF4000. Works? My customers loves me ahhahaha
I'll paste here an answer I gave earlier regarding nanoskin marring so you can know better what we are talking about:
---05-04-2014, 12:15 AM
I was working on a trashed 2013 GM Cobalt in Solid Black color. I've tried to made my softer and best claying ever to avoid any marring since I was not willing to make the paint looks even worse.
I've used fine nanoskin mitt, plenty of lube, my best 'anti-marring' technique, see some shots what happened:
Before shot when car arrived (under the sun shot):
After thorough was and gentle (yet effective) fine grade nanoskin (swirl finder light greatly reproduces defects spotted under the sun):
You can see the marring on the hood (slight in between horrible other defects):
Apart from marring, I would not feel comfortable if letting you without any correction picture around this work...
Test spot on the hood
The rear side pillar that is on before pictures above, under same light
From slight light change in direction while inspecting for any flaw
More clay marring (plus defects) on passenger's side rear part, under swirl finder light:
Under work light:
Done.
The clay marring 'per se' went away after 1-2 passes... however, this paint needed almost 3 steps in every section to finish in an acceptable manner.
In conclusion, nanoskin marring may occur to some degree depending on paint, so it's good to always be aware of it's possibility.
It's ugly, but it's really easy to get rid of. Can't say the same about 'vandalism' cars suffers from 'cheap' (in quality, not in price) auto washes all around.
Hope that helps,
Kind Regards.