I would have instantly returned those back to whoever I bought them from. They keep manufacturing and selling garbage like this because people keep buying it. But If I ever had to deal with something like those internal burrs, any steel scale and especially what I'm paying for mine sure wouldn't be the tool to use. That takes something that will cut to remove them and a blunt edged scale sure won't. It still depends on what you already have as far as recommending what to use. A Noga type de-burring tool might get most of it, that would depend on just how hard those burrs are. I suspect not very hard. I'd then use a thin fine stone angled at about 45 degrees along each slot just to double check there's nothing left. Properly manufactured, that collet should have been finish ground for size and the correct angles on both the ID & OD after it's heat treatment. Obviously that wasn't done or those burrs wouldn't be present. So are they even heat treated. In theory, each of the collet segments close and exert the most grip between those slots. I'd be careful and understand exactly what I was trying to accomplish before I started, but a Dremel and with one of there very small diameter fine stones gently stroked along each slot would also remove those burrs. Admittedly they were fairly expensive, but I can say for sure none of my European manufactured ER collet sets came with any issues like that.