A little more expensive than "the pen" but can actually fill some scratches, is to get some Duracoat in black satin. Mix a small amount and using a coctail toothpick (the round ones with sharp points) carefully fill each scratch and ding with enough Duracoat to level off with the surrounding surface. When fully cured, which can be a few weeks depending on conditions, some careful work with ultra fine wet/dry sandpaper can make the flaws nearly invisible.
Sig's are not "blued" but have a Nitron finish (at least on the slide).
I just consider the nicks and dings on my 229 (not many) as "character marks"
The more one shoots a handgun the more likelihood it will show signs of use. Not a bad thing in my book.