All you need is the tweezers themselves and a medium grit double sided nail file. Take your tweezers, and sandwich the file between the two pincers. Clamp the tweezers down on the nail file. Now, here's the technical part, so read very carefully. While keeping pressure on the tweezers, pull the them off of the file. Repeat a few times. That's it. I suppose if you didn't have a nail file around, you could even fold a piece of sandpaper in half and do the same thing, you just wouldn't have the fancy, hi-tech feeling you get from using the nail file. Your choice.
You may want to dip your tweezers in some rubbing alcohol after you do this, to rinse away any metal dust, though I've never noticed any loose particles after doing it myself. Oh, and I promise I don't work for Tweezerman or anything- they're just good stuff.