As Maxim said magnesium needs to be coated but if you have them blasted using the correct blast medium it should leave the coating intact. i painted my magteks and they did not need to be recoated but I used a very soft blasting medium which I think was nylon, it looks almost like talcum powder. Whatever you do dont get them done unless its by someone who knows what they are doing, sand blasting would probably eat them. I had an alloy engine case blasted at the same time as a steel frame and it was ugly!
Where abouts do you live in Essex? This lot might be worth a try; http://www.ctc-powder-coating.co.uk/index.html