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You're right about it being bad to put eggs in cold water, but mistaken about the reason. When an egg gets colder, the contents shrink, which creates a vacuum that can draw bacteria into the shell. As an egg gets warmer, it expands, so any pushing will be out. For example, sometimes when an egg is placed in warm water, you'll see tiny bubbles coming out through a pore in the shell. It's expanding, pushing air out. After the egg is washed, rinse in water slightly warmer than the wash water, to avoid cooling the egg while wet. I rinse twice, because we have really hard water, soap doesn't always come off easily. You can dry them with a clean towel or paper towels, or place on a rack, in a single layer so they dry quickly. As the eggs cool from washing they'll contract inside the shells again, but by then they should be dry.
Pores in your skin contract with cold water. You scrub with warm water, to open them up and get them clean, and rinse with cold, to close them back up. But with eggs, you want to avoid the egg contracting from the cold, and pulling contaminants into the shell.
I wouldn't use sandpaper. You'd remove part of the shell along with the dirt, much worse than washing off just the "bloom".
Washing eggs is fine. I've washed all my eggs for years. I wouldn't dream of selling an egg to a customer without washing it first, anymore than I'd shake hands with chicken poop on my hands.
If you're worried about losing the bloom, you can rub a very thin coating of vegetable oil over the eggs, and wipe off with a paper towel, so they aren't slippery.
I agree, don't let them sit in water. I do use soap on mine, though. They get clean easier.
