I file all my locks (plate and cock) with #2 swiss files, then polish with 120, 320, and 600 grit emery and wet/dry. Make sure sure you keep your files clean. Clear way the filings with each stroke. You can get an almost polished finish with careful filing. The frizzen is more of a problem. If you don't want to anneal it to file and polish, then I find a small carborundum wheell in a Dremel tool and some diamond hones work best. I am using diamond hones like files, more and more. I also use the diamond hones as well as ceramic stones to tune up the internals. A diamond hone can shape up a full cock notch very quickly, sometimes, too quickly.
All locks should be highly polished to start. Then you have a choice of adding some type of patina or color case hardening. I usually choose the former.