Fixing damage to brake rim surface
You've hit the major repair options in your question. I've heard of people filling in spots on a fork stanchion before and having it work OK, so I'd assume a rim would probably work too. The only difference might come from when the rim heats up due to braking, the filler could expand/contract differently than the rim material and get dislodged again.

I wouldn't recommend sanding as removing more material will make the braking surface uneven anyways. If it were me, I'd leave the damage as is and only address it if it starts to cause the brake pads to wear very quickly.