If you're using 0000 steel wool, they will be easy to get out. If it's 000 then NEVER go against the grain. Either way, I'll use a razor blade in the parallel to the grain to scrape them off. Sometimes that removes less wood than trying to sand or steel wool them, because it pushes the wood down as its going across. Also it's not simply replacing the bad scratches with different scratches, or scratches going in the "less visible" direction.