Lock plates - even when plain - are usually (always?) hardened. The engraving is applied prior to hardening. I rather doubt that its as easy as having a buying plain gun and being able to add engraving, but no doubt the hardening can be softened in some way, then re-hardened afterwards.

Various hardening processes are used, some based on heating in a carbon rich environment (such as charcoal), and some with a chemical (cyanide?) process - possibly some by heat treatment alone.