Yes, definitely get the mill scale cleaned off before HT.
(and of course, drill/chamfer all holes before HT!) If you have access to a surface grinder, by all means use it
I almost always grind and finish my
stainless and tool-steel blades right down to finished dimensions and edge-thickness before HT, because I use Peter's HT and they've never sent me one back warped. So grinding/sanding it when it's annealed saves me some time and belts.
If you require a belt/scotchbrite/tumbled finish, then HT'ing before the grind is no problem at all, especially with thinner stock. But you do
not want to be handsanding CPM-154 or Elmax or D2 or CPM-3V @ 58 or 60Rc... trust me on that
It will take for-freaking-ever and make you say bad words.
You need to leave much more thickness at the edge/tip when using carbon steel; it tends to wobble/warp along very thin sections much more during the heating and quench. I learned that the hard way, too. On the other hand, hardened carbon steel is much easier/faster to grind and handsand than hardened stainless, so it's really not a big problem.
I will def. do the flats before HT. Still thinking about the bevels.