After you anneal by fire,the part will emerge from the ashes with heat scale on the surface (more than likely).
It's just the result of taking it to that temp with the oxygen in the air being able to get at it at the same time.
That gray/blue metalic coating of heat scale is hard and must be removed before engraving.
The easiest way I've found is to mix Muriatic Acid & Water in a soln and let the part soak in it.
That will loosen the scale and much of it will easily come off by itself in the soaking. What's left clinging to the part can be easily scrubbed off with a piece of scotchbrite or a fine wire wheel.
The soln needs only be 2 tbs acid to a gallon of water.
Even 1 tbs of acid /per gallon of water works.
It just works slower that's all.
It works slow and that is good as it won't etch the steel surface though it will come out a dull grey appearance.
That dull look quickly shines back up with a minimum effort of polishing with the scotchbrite, wirewheel or even steelwool.
The part(s) may have to be in the soln for an hour and even more to remove the heat scale. Usually more from my experience. I don't rush the process.
..and use it at room temp,,don't be tempted to warm or otherwise heat the soln or the part(s) to quicken the removal of the scale.
You will only encourage the acid to etch the steel that way.
Slow and cold is good.
Wash with soap and rinse after removing the part(s) from the soln for the last time.
Don't get any soap in the soln if you are going to put the part(s) back in,,as the alkali content of the soap will neutralize the acid in it.
You may want to re-cut the first side of the part you already did.
Being hard and tough when you orig cut it, the overall look between that first cut and that of the second side done to a (hopefully) annealed softer surface will likely be quite obvious.