I always remove the frizzen that I want to engrave and paint it with some anti-scale compound that I get from Brownells. When the coating is dry, I toss the frizzen in the fire place (if I am having a fire that night)* and just let the frizzen sit in the coals. The next morning I dig it out of the ashes. Always engraves beautifully after this type of anneal. After a quick re-polish, I do the engraving and then re-heat treat the frizzen. And when I do the heat treat, I do use the anti-scale compound again.
* If it's summer and I don't plan on having a fire in the fire place, I build a small charcoal fire in the BBQ and put the frizzen in there.