I found this online - but I caution you to read his disclaimer and judge for yourself whether or not you want to risk it with your specimen.
"Just a tip about polishing Selenite"
Posted by Bri Dragonne
I had a cleaved section of Selenite with Copper dendrite inclusions that I needed to polish recently so I could show the inclusions.
Please, do NOT use this technique on your fave specimen! It worked for me but I take no responsibility, etc etc. :)
The section had been cleaved and was shiny at one time, but over various handlings, it had become rather scratched.
So, several compounds and no luck later, I remembered that Selenite dissolves in water...
I then ran hot water from the tap over it (Slowly heating the water so that it didn't get shocked, the specimen I mean) and then cooling the water and flinging the excess off.
I ran the water over it for about 15 minutes and amazingly, there was a super shiny finish with interesting patterns on it.
This is just a tip for if anyone else does a search like 'How to polish Selenite' :)"
(Hope this helps!)
~ Kat ~