My mate is sandblasting my engine bay maybe as we speak if its not already finished.. Because we're replacing the fuel lines anyhow they dont matter so much, u shouldnt have to remove them tho if they are gonna stay.. Just strip down as much else as u can. You should have the entire bay empty before sanding/finishing. Cover up he grommets in the firewall or remove them would probably be your best bet. Replace all the little things like that that are cheap, remove engine plates tire placards, brake/clutch master cyl and booster etc..
Best as its been said is to have as little in the way of what u want sandblasted, so basically strip it down to as bare as possible then cover/block up what needs it.
If i knew how to post pictures ive got some of the engine bay of my ra28 just after high pressure cleaned, and prepped for sandblasting.