I'll advise agains the heat bluing method. Heating the steel and then quenching it is most likely going to destroy the temper.
The clip is after all, spring steel, and temper is a delicate matter for such. You might get lucky, but most likely you'll just ruin the clip.
Try the Brownell's lacquer.
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Tráceme no sin la razón, envoltura mi no sin honor
Usual Suspect