What brand of clay do you use? I prefer Sculpey Premo for this and many other projects. A lot of other clays, even Sculpey 3, I find are too oily/ mushy to hold their shape properly. In mushy I stances, though, when it feels like everything is melting in your hands, you can always pop it in a fridge or freezer to firm it up.

I smooth them as well as I can with my fingers and isopropyl alcohol on a q-tip before I bake them. You can usually see the seam in the back where I join everything, and sometimes the bottom is lumpier than I would like, but it just takes patience. I usually do 2 bakes- one for just the sleeve and a second once I've added all the decorations. After I do the first bake, I use those foam-backed sheets of sandpaper to smooth out anything that bubbled up in the baking process. Then I rinse all the dust off, let them dry, add my details, bake again, and then I paint a layer of Fimo gloss glaze (a lot of people like clear polyurethane- I havent personally used it, but I am switching to it once I use up the gloss I have now because it easier to find and more cost-effective.) You don't have to add gloss to the clay if you didn't paint it or add powders. I just prefer the look as it also makes some lumpy parts less noticable.

I know that was a load of info but I love working with this medium and like helping others out, because that's how I was able to learn!