I've learned a lot from this thread. Thanks.
Now I'm learning more from actually trying one of the suggestions. First, Birchwood-Casey's Aluminum Black. It's selenium dioxide, poisonous and "known to the State of California to cause cancer." (So I won't use it in California.) A local gunsmith suggested anodizing would be better because this stuff would compare to anodizing as cold blue does to "proper hot bluing." Well, I don't quite agree. Of course hot bluing is better than cold, but I've had much better results with cold blue pastes and solutions on steel than I'm getting with the Aluminum Black on aluminum. The finish is very uneven and it's taking several applications to get past a very light, bright grey. But I've got time and don't really care much as long as I get a dark, dull finish eventually, no matter if it is uneven.
If it doesn't work I'll look into anodizing vs. paint and report on the results.