There are a couple of unidentified variables which will change that list.
Which wood is the body made from? Is it an open grained wood or closed? If it's a closed grain wood, yo don't need to fill.
Is the filler stainable? If so, you won't need to color the filler at all.
Once the grain is filled, the only purpose I can see for sanding sealer is to prevent the finish from bleeding out the dye. If you use aniline dyes, I don't believe this will be an issue, but I'm not positive. Dye a piece of scrap but don't seal it. Test the finish on it. If the dye doesn't bleed out, you've saved a step. If you DO use it, be extremely careful when sanding it smooth NOT TO SAND THROUGH. You could easily go through the dye as well. You can't seal the wood first before applying the dye to avoid the risk, either. If it's sealed, the dye can't penetrate into the wood. You're a LOT better off in this case if you don't have to use the sanding sealer. Any and every film finish (which lacquer is) penetrates into and seals the wood great with the first coat.
Alternately, you can use sealer to fill the grain. Many of us have done this with great success. With a dyed top, this could be a risky proposition, as I described above, but it COULD be done. You'd simply apply coat after coat, sanding between coats, until the grain is all filed up. I've done this a few times and it works great.
Again though - if you use grain giller and the finish doesn't bleed the dye, you don't need to use the sanding sealer.
Just to throw a wrench in the gears... you can use shellac as a sealer. It will seal the wood great and it doesn't have the occasional adhesion problem with finishes that sanding sealer can have. The only problem is that it doesn't sand well.
Now take some pics and show us what you're working on!