I remember reading some where(RCM?) that you can make a black surface
finish on hot steel by applying oil. Anyone know what kind of oil to
use. I'm guessing it is like seasoning a cast iron frying pan.

Linseed oil works. Dab it on with a small piece of cotton rag. The
steel needs to be hot enough that the oil smokes and carbonizes while
you're applying it. Wipe off the excess when the piece is cools. A
coat of paste wax adds some protection and seems to make the finish
darker.

Used motor oil works too. I've quenched in this from red heat and you get a
great black finish after buffing.

Karl