Making and using a home-made tool to remove the headstamp is relatively easy. Several sources describe it as follows:
The late George Nonte recommended modifying an end mill bit by grinding the cutting flutes down to two thin cutting edges that remove only a shallow band of the headstamp....sufficient to remove ONLY the stamped portion, and ONLY deep enough to deface the markings. The actual cutting is done in a drill press using a case support block clamped to the table. I find it easier to use a milling machine. The support block is a bar of aluminum slit with a saw cut, and sized using a chamber reamer. GN further reported custom stamping initials and cartridge name markings inside the grooves to mark his wildcat rounds. Perfectly safe in moderate pressure cartridges.
Done this way, you minimize thinning the extractor rim and support on the case head. Some European factory loads were even MADE this way...by DWM and Kynoch, if I remember correctly. You will also find some WWII Remington Arms .30-06 with really deep grooves around the primer annulus, and this stuff was made for M1 rifle, BAR, and M1919 machine guns. No problems reported.
It's still much easier of course, to simply use Magic Markers or nail polish to colour code your ammo.
