Ok, so a few things about terminology
-Anneal: heat and slowly cool to create a soft, workable material
-Quench: heat and rapidly cool to create a very hard, brittle material
-Temper: Heat at a very low temp to slightly increase ductility while maintaining good hardness
I assume it's already annealed because you're able to work it pretty easily. Go ahead and get the full shape, profile, and bevel that you want before the heat treat. You can get it sharpish, but know that the heat treat will inevitably ruin a razor edge. Another consideration is your heat source. If you're using coal/charcoal and are relatively new at this, it may be tough to get uniform heat on the blade. The thinner spots like the edge may heat up faster than the rest of the blade and melt/burn if you aren't carful. Keeping the blade dull will prevent this to an extent.
You may already know this, but after this you'll heat the blade to non-magnetic and quench. Then you immediately temper it in an oven before doing the final grinding/sanding/sharpening (be careful to keep the blade cool or you'll mess with the heat treat.
I actually don't have any experience with stainless, maybe someone else can chime in.