I don't have any great ideas, but I can tell you this. Someone had found a site that makes devices for imprinting on metal, like jewelers tags, and the question had been brought up as to whether that could be used to put some sort of identifying mark on your pens. I talked to the company and was all set to experiment and be the guinea pig and get one.
The first couple of times I talked to them, the people I talked with tried to help me figure out which device would work best. But luckily I didn't place an order any of those first times. When I called back to place an order, the person I talked to apparently understood a little better what I was wanting to do. He told me not to buy one, since the plating was already on the pen kits. He said that these types of devices are designed to be used before the plating goes on. He said that if I used it on a pen kit that already is plated, all it'll do is ruin the plating, b/c it'll essentially be broken, and will like start to chip and peel.
I know that chigdon somehow gets number engraved on his pens, so I guess it can be done somehow. But I'd be very cautious of what you use and how it gets done, b/c that issue that made the guy discourage me from getting their product (and he was discouraging me from giving their company money, so I tend to believe him) seems like a likely problem. I just wonder if it might not turn out that there's NOT a way that it can easily be done in the home, without the use of some serious equipment.