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could i directly go from DF-250 to the SJ-250, which is around 4000grit?

Probably not. The DF-250 is 600 and the SJ-250 being 4k is too big a jump. You definitely needs something about 1200-2000 as an intermediate step. After the SJ-250 you will find grooves from the 600 that are difficult to remove. The whole point of the SJ is to polish from the extra fine grit. As Thy... says the SG is a far better starting position since you can go to 1000 which is a better transition. Yu will still find scratches but they will be far fewer and smaller.

Also, it depends on what you are sharpening and what you are trying to achieve.

The recommended method is to use a straight piece of steel like the back of an old knife - or in my case the edge of a plane blade or chisel to use as a scraper to scrape it clean. I find that this works perfectly well.

I did a demonstration here https://youtu.be/RoR0KjlfKfU?si=iK2mqV96okURdqWI

Go to the chapter Keeping your honing wheel in good condition

Glazing is more than just wearing the abrasive so that the edges round over, the pores of the abrasive clog with the material being ground. This will happen if you are using an abrasive that is too soft for the material being ground. You will see this on the SG or SJ wheels when trying to grind HSS (high speed steel) for instance. You see a dark patch on the wheel and as that patch travels under your tool being sharpened the sound changes from a grinding to a smooth sliding sound. This is when you need to dress your stone.
The most obvious time this happened to me on the Tormek was when I was sharpening a Japanese knife. I don't know the hardness but it was obvious to me that the wheel was too soft for the steel. It did sharpen but took a lot longer then it should have and glazed the wheel.
This is why I bought the diamond wheels. I also sharpen HSS drill bits, HSS planer blades, and some high hardness chisel and hand plane blades all of which sharpen better on diamond. The SB wheel would also have been suitable being silicon carbide but I opted for Diamond since the geometry does not change therefore giving me a more accurate grind.

The problem really lies in the fact that even among the obvious difference in how the various grit scales relate to each other, there is also the issue of the fact that any given grit rating is referring to a wide range of particle sizes.

I don't doubt that. Each standard does specify a micron range so if the maker conforms to that standard then the particle size will not vary that much.

I think that the issue is not small variations within a standard but the vast differences between standards. For instance 1,000 grit in one standard is 5,000 grit in another standard. With the lower grits the differences tend to be smaller but in the higher grits they can be significant. So sharpening to 5,000 grit really makes no sense unless you specify which standard you are using.

I first came across this when I was selling engineer supplies in about 1980. We sold Norton abrasives and they went from the old (ANSI I believe) standard to the "P" standard. We were given comparison charts and the differences did not become important till about 500 grit. Can you imagine the confusion when trying to explain to a customer that the 500 grit wet and dry was no longer 500 grit but 1,000 grit. In the end it was less hassle just to give them what they asked for. I recall that only one person came back and complained so we exchanged it for the P equivalent. The Metric vs imperial debacle has nothing on the grit confusion!!!

The confusion with grain may be even worse. A hard bonded stone releases grain more reluctantly than a soft one. The latter will offer freshly released sharp grain more eagerly.

Yes the actual cement that holds the grain does make a difference but also the friability of the grains within the abrasive. For instance the white aluminium oxide (used in the SG and SJ) is more friable and the grains crack revealing sharper edges. The grey aluminuium oxide wheels have less friable grains and thus wear less but create more heat and friction.

If you refer to the above document: Wootz unfortunately got the numbers twisted.
JIS #800 = ANSI #400-500 and FEPA #360-400. (Conversion Chart Grit Sizes)

Another chart (Beware! They have many numbers wrong too)

I have been trying to make a comparison chart for myself and have found contradictory grit to micron charts. When I get the time I will try to source the standards and see if I can come up with an authoritative version. I suspect that some of the confusion is between the coated and loose abrasive which in some standards has differing particle sizes.

This whole stone grade is extremely confusing and one day I will do a video attempting to place it in perspective. I have never seen a clear definitive explanation that I find does more than make it even more confusing. Maybe I will succeed and maybe I will just make it more confusing. I attempt to try in any case.

I understand your frustration.

Not really. Actually happy with what I have. No use *really* crying over spilt milk

What video are you referring to that has the SQ-90?  I'm trying to find out what this square is meant to do, can you link the video with time-stamp where he demos this?
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You can use the square to test the square on a chisel or plane blade. There are also angle gauges to check the existing angles. A nice to have but not essential. I use a small veritas "double" square.

All very fine but I just bought the old model 

Yes - that makes sense. Wherever you spill the water it leaves a thin coating if not dried. Interesting.

To be fair you can do a LOT without the XB-100 knives, chisels, plane blades for instance. But many jigs such as wood turning and drill sharpening then you absolutely need it.

So if you only do chisels and knives and the like and freehand hone then you can maybe wait and see if you need it.

Interesting. When I am doing chisels and plane blades I raise the bar one or two marks for the DE which I have found makes the DE polishing extra quick. Mine is a 13 year old T7 which is probably not as precise as a new T8.

Is using the angle jig recommended for honing?

There is no reason not to use the jig except for time. Honing certainly does take time to master but it takes practice, that is all. 

Back to your question, you get the feel of the honing after you have done it a few times. The trick is resistance. If you feel the honing wheel pulling the chisel then you are honing the bevel.

When polishing the back of the chisel on the stone, do folks use the side of the stone, or freehand it on the top of the stone and then onto the leather wheel?

You need to start out with a flat back. Higher end chisels come with more flat backs but even then you should make sure they are flat and polished. You *can* do it on the side but I have found that it is best done on sharpening stones. Start of with your coarsest and work your way up. This really only needs to be done once. After that simply hone the back on the leather wheel.

Is a 600 grit diamond wheel (I do not have this one yet) necessary for the first pass, then on to the fine stone for 2nd pass?

You say you have the fine, this is 600 Grit. The extra fine is 1200. If you are using diamond wheels then ideally you would have the coarse, then fine, then extra fine. The coarse for establishing the bevel, the fine for your first sharpening pass the extra fine for polishing and honing for removing the burr. I used an oscillating belt sander the other day to re-establish the bevel on a badly chipped chisel which was taking too long on the coarse but that is very rare. Normally the coarse is enough and if you are just re-sharpening chisels the go straight to the fine.

The other day I re-sharpened one of my knives that was getting a little dull and I just did a few strokes on the extra fine.

Practice is the key though. I had a bunch of old dull (and in some cases paint can opening) chisels on which to practice. The more you do the easier it becomes and in no time you will be sharpening like a pro.

Interesting thoughts Ken. I uploaded a video with three tips, one of which is putting a tiny smear of never-sneeze on the shaft which will definitely help in this instance.

https://youtu.be/RoR0KjlfKfU

Skip to the "Shaft Lubrication chapter if you cannot be bothered with the whole video.

Some good tips there Ken. The white Aluminium Oxide is more friable since it is higher purity and more easily fractures exposing new sharp edges on the grit. I have that Veritas jig and it is great, but no BGM-100 of course   I had a really beaten up 1" chisel from my son and since the grinder is still in the old shed I took to it with an oscillating belt sander freehand (with a pot of water to the side) and it come out pretty well. taking it to the Tormek it came out perfect. I am finding the belt sander freehand works a treat for me to remove steel but you need that pot of water.