You can remove the polyshades with a methylene chloride type paint remover, ask at a paint store for the product...since most of the stain is suspended in the emollient, the pigment in the polyshades might not have penetrated the wood deeply...
It all depends on what kind of wood the doors are made of....you are sure they are wood and not fiberglass, right?
If they are fiberglass, the product that you used will make a huge, blotchy mess..
Maple and some pines blotch easily anyway, and sometimes require special treatment...
Anyway, if you get most of the stain off with the remover, make sure you sand with the grain.if you use regular sand paper or a sanding block..A small random- orbital sander will work better, you can go in any direction you want.. I use a porter cable with a 5 inch round pad that has velcro to hold on the sand paper, about $60 at home depot or the like.
After you have it sanded, use either a gel stain or other type of pigmented stain...there again if you can tell what kind of wood it is it would help me recommend a more specific product...
If you do decide to still use the polyshades there are a few cautions...
Wipe it off in less time then they tell you to...If it says 10 minutes, wipe it off in 6...The directions are for laboratory conditions and humidity and temperature have a lot to do with the timing.
Make sure you use one or more coats of clear polyurethane over the original product (if you use polyshades)...the finish you come up will darken within a few months, keep it on the lightside of where you want it finally..use solvent (oil) based clear poly for this application to, give you a harder, and thus more protective finish....