Thin wires - tips for stripping and soldering?
I've used a high wattage soldering gun and just burned the enamel off, then clean it up. Tin it when it was all clean.

Commercial enamel wire strippers are available.

Something to experiment with would be dipping the wire in acetone. I would do this far away from a heat source! 

You are correct though, using an Xacto knife or sandpaper will ruin the integrity of the wire by creating very small nicks in the copper.