Normally, for just a sand through, I would prime like you did and then respray right over the primer. The instructions on the primer usually tell you that if you overspray within 24 hours, then you do not even have to rough it. (Brinkerhoff is already fuming as he reads this!!) Or...as Brinker would recommend...let it cure completely and then rough with scotchbright before re-spraying.
But, it sounds like you still have an issue with the little dent. So we have to take care of the dent. You have a few options. I'll list them, and you'll have to decide which fits your dent the best:
1) You can lay a layer of glaze all around the area, then sand it back down until you hit the dent again. Repeat if necessary until the surrounding area is fared smoothly into the dent...so the dent goes away.
2) Bite the bullet and re-work the dent with a hammer and dolly. If it is small, it may only take a few gentle taps. On little dings like this I often lay a couple layers of paper towel over the dent as I tap. If you are lucky, the primer will stay good, so you can just sand and spray. Worst case, the primer gets beat down to bare metal...and then you have to use your touch-up gun to spray more primer. Of course you would only be spraying the small area using your touch-up gun. Then go back into your routine of primer, sand, check...until you are happy with the result and can re-spray the color.
3) Just sand the area until the dent goes away or the metal comes back through. If the dent goes away, just re-spray color like it never happened. If the metal comes through before the dent flattens, then you can go into the usual routine. Spray primer (touch-up gun in small area), sand, check, and repeat if necessary. This step is essentially like step #1, except you are building primer instead of glaze.
That's about it. You'll learn to love that little touch-up gun! It allows you to fix small area without having to spray the entire panel, opening a few more options as you go.