you can wetsand primer … you SHOULD wetsand primer, it promotes adhesion AND results in a smoother final product. the only time you DONT sand primer is when your immediatly laying paint over it.
and orange peel has almost nothing to do with the primer. if you sanded the primer the orange peel is from HOW you applied the paint. lightly sand down the paint and blow a few light coats over what you have, just enough to cover the sand scrathes