It is a very vague conception of your words of "like sandpaper", because there has no photos to check, so the only thing I would do is to guess. From your description of this symptom I guess, it is maybe the squamous blepharitis. There has some other symptom for you to check if it is true the disease. Has your eyes feel burning, and the eyelids swollen or itching? Has your root of eyelids squamous? Some of the blepharitis will be accompanied with the conjunctivitis. All in all, all the above words are guess. You really need go to doctor for the details check, and keep your personal hygiene of your eyes, because it really very subtle and delicate. Keep your hand away from your eyes; avoid rubbing it and getting it infection. Relax it after long time work and prevent it from allergey of food. Ok, hope you all the best soon.
Generally speaking, our eyelids would be normally thick, However some people do have thin eyelids, which could be quite terrible. So, it could be a sign of your eye health. Sometimes eye makeups would make the situation worse, so just try to use less makeups, and try to take an eye surgery if possible.
If your eyelids look like sandpaper, you may lack water at the eyes. Your eyes part may be dry to some degree. And the dryness may bring your other eyes problems, like the eyes infection. You should eat more food with vitamin C to moisture the eyes. You could also use eye drops to moisture the eyes.