Would two layers of lining paper create a smoother finish?

I'm currently repairing my walls, and I've got them ready to line. They're still not perfect as it's an old house, but a lot better than before.

I was planning on lining them vertically with 2000 grade paper to hide any imperfections, but a few people have suggested that I line them twice; once horizontally and then vertically, to create an overall smoother finish.

Obviously, I want the walls to be as smooth as possible, I've never heard of using lining paper twice, and can't help but think that it would be a waste of time, so I thought I'd ask here.