Should the plastered wall be sanded?

Roll plaster naturally conceals quite a bit. Whether it's enough depends on your wishes and ideas. Maybe just try it out. But please not Knauf, rather Hearing, Alpenkalk or similar. Easier to work with and a nicer appearance on the wall. However, a paint finish is still necessary afterward. I have, for example, used Haering Elf fein a lot. But then it is a completely different surface than painted.

I would sand and then fill again with Knauf Uniflott Finish and sand it again. Uniflott Finish is very easy to sand and fill.

I would get an affordable sanding pole sander for about 100€, a Starmix ipulse for 550€, and a pack of good sanding sheets and do the whole thing myself over a weekend. From my point of view, that works quite well even with little experience and then fine-spackling over it again. You can sell the pole sander again, and you can use the vacuum cleaner during your renovation anyway.