It also depends on who's doing the engraving and what kind of laser they have. I haven't found anyone locally who will even touch hardened steel at a reasonable price for a small run... but I'm still looking. Trophy shops and those places in the mall just aren't set up for it, and industrial shops don't usually care to quote just a couple pieces.
How deep are we talking here? A few thousandths? Relax. I know of lots of makers who HT their blades with much deeper scratches than that all over the place. Every forger I know of stamps their blades before HT, and that makes a mark deeper than any laser-engraved logo I'm familiar with.
When we speak of stress risers, we're concerned mainly with sharp inside corners, like hidden tangs with square shoulders. Of course, you'll need to have your blades essentially finished and your HT better be clean, or you'll wind up sanding/polishing the mark right off.