I use both but I like the shine I get from the sponge. Plus every once in awhile I get burnt wire on the iron and the sponge seems better for cleaning that up.
I’m using steel wire balls meant for cleaning stock pots. They’re found from your local hyper market or grocery. Do whatever with this piece of information about the misuse of kitchen stuff.
First, is your tip really sponge worthy? Sorry, bad joke. I have always used the brass sponges. The moisture part always pissed me off with the wet sponges.