If the filler is not fully cured/hardened, then yes, the slight additional heat from the sanding pad will cause it to stick to the sandpaper. Once it is fully hardened, then, personally, I would use a wet paper and run a trickle of water down over the area being sanded and just go at it - the paper should not clog up. If it does, just use a Scotch Brite pad with plenty of water on the pad to remove (some of) the buildup.
If you think those guys on the Reality TV car shows are sanding (with sandpaper) less-than-cured filler, I would really doubt that. They may just have more experience using that particular brand in their climate and know how to mix, apply and finish it.
The only time I've been successful working with not-fully-cured bondo is when, as Al mentioned, I'm starting off with a bondo rasp (looks like a cheese grater) but that just meant that I put on way too much bondo in the first place - something I do pretty regularly. Just like when doing plastering in my house - two pounds of plaster/spackle on and then sand 1.9 pounds off (and get plaster dust all over the house, followed by the Wrath of the Wife). "Way too much" filler is anything over 1/8" thick unless I'm using the filler to re-create a compound curve in a small space. Otherwise, stick to the max thickness of 1/8".
That's all too late for you, now, and I don't know how much catalyst you used, or the air temp and relative humidity you were working in, (all important) so if none of that is known you'll just have to slog through it. Try the wet-sand paper and see if that helps, or just go through lots of dry paper til you get things smooth.
Good luck. gn
http://www.how-to-build-hotrods.com/filler.html