Thanks so much for your responses. My apologies for the late reply.
@Misspriss - it is actually called felt paper. I think my intiial post was a little vague, so I have provided some links to the products I am referring to below, and their descriptions:
Sennelier l'Esprit du Pastel felt paper pad
"Embodies 'l'esprit du pastel'. Grey felt textured paper, interleaved with acid-free glassine to protect artwork from dust. These pads are made for extra soft pastel and charcoal drawings."
Art Spectrum Italian pastel paper pad
"This Italian pastel paper has a dual surface with one side felt marked giving it an even layered tooth for all pastel, pencils and charcoal and the smooth for craft."
@DAK723 - I guess my idea that these papers were for less 'serious' works was a bit silly - of course there is no hierarchy of pastel papers. I'm not sure why I got that in my head - perhaps because I noticed that the price point of these felt papers is significantly cheaper than many other types of surfaces. I agree that it depends on entirely the artist's preference! I am still experimenting with different combinations of pastels and papers to see what I have the most success with - so far I really like Art Spectrum Colourfix and Wallis paper, as I like to build up my paintings in many layers, and these papers come in some great colours. I expect that an artist's choice of paper might change depending on what effects they want to achieve and how they want the painting to look.
I also realised that I classified a number of papers as 'sanded' in my initial post that are not necessarily sanded in the traditional sense, but are textured or coated using other methods and materials.
I have briefly used the Sennelier l'Esprit du Pastel paper for some quick studies, and I found it to be a nice surface to work on. Colours appeared vibrant against the grey tone of the paper, and the texture of the paper isn't as 'orange peel'-like as that of the Canson Mi-Teintes. I felt much less 'nervous' about using this paper, as its price is so reasonable, and found myself able to work in a much more loose and expressive manner. I don't think this paper would be able to hold many layers, though.
I have not yet purchased the Art Spectrum Italian pastel paper.
I also can't wait to try velour, velvet, or suede papers - they will be next on my 'to buy' list!