Never engraved any, machined a lot of 416 for aviation spark plugs. We used the bar ends for punches.400 series stainless steels are called "martensitic" steels. They respond to heat treatment, form a type of iron/carbon crystal called martensite when rapidly cooled (quenched) from a specific elevated temp range, and harden. They typically need tempering afterwards to reduce brittleness by effecting some alloy element migration and slight rounding of crystal shape. 410, 416, 440C are good examples.
This is as opposed to the 300 series, which are "austenitic" steels that contain so much nickel and chromium it stops the formation of the hard iron carbide crystal we call martensite and consequently doesn't heat treat as such. The iron carbide crystls remain in a more amorphous crystalline configuration called "austenite." 300-series can work harden, though. 303, 304, 309, 316, etc., are examples we see in engraving.