I guess it depends on what you want. Cold blueing can be done easily with very little equipment. Hot blueing takes quite a setup. If they offer both I would bet they send out for hot blueing due to the expense of dealing with the hazardous materials.
I would certainly talk to them about it. I hear good things about Jo Jos.
"Those who make peaceful revolution impossible will make violent revolution inevitable." - John F. Kennedy 1962
This is probably of little use, since they most likely only do anodizing and other "light metal" treatments, but I used to deliver for a company in Southington called "Light Metal Coloring". They do all sorts of firearm work (Kimber, Stag, CDI, O-Kay Ind., Winchester, Mosberg, etc.) mostly anodizing and finishes on aluminum parts. You might inquire and see if they can direct you. http://www.lightmetalscoloring.com/index.html