Riprap has it right. If you don't want to scratch (or remove) a delicate surface like bluing you must use a material that's softer than the microscopic layer of color left by the bluing process. Steel wool will remove dirt, grim, rust, corrosion and yes BLUE too. No matter how much oil or solvent you use to cut the "crud", steel wool is still steel and it's harder than the patina surfaces you're trying to retain.
The only safe approach is to use a Bronze brush or Bronze or Copper wool with Hoppes No. 9 or Break Free as a solvent.
If it's case colored I'd go with Chuck's suggestion of Simichrome albeit lightly applied since it's a polish.
