As regards to engraved devices on the shields I think that most collectors would not want engraved shield devices since I assume that the shields will be integral with the figure and not separate. It is much easier painting a different pattern than carving the shields off the arms to interchange them with other figures.
Also at this period in history shield devices were fairly simple.
And finally, there are several companies that sell water slide transfers or decals with shield devices in various colours. In this case a flat surface is ideal to apply these. I use this technique with my Greeks and Hat actually sells specific sets of transfers for their Romans although there are other companies like Revo.