When I was younger, we would go to the butcher when he was butchering cows, and get the cow horns, and put them on ant mounds till the horn would slip off, and then boil them to kill the nasties in side, and then wet and scrape them with pieces of broken glass. Usually old mayonaise jars. Then when they were thin as we wanted, we would wet them again, and sand them with medium grip paper, and finally to 200-220 grit, all of this was with the grain, or length wise. Then when nice and smoothe, we would polish it with a paste wax, and buff it. It makes a beautiful shine. It should work as well with Gemsbok horn, since horn is just compressed hair, like your finger nails, and animal hoofs. I hope this helps.
Wayne