There really IS no "finish" since it's stainless steel.
While you do have to be careful not to thin the stamps, you can use the above mentioned sand cloth, or start out a little less vigorous by using Scotchbrite pads.
You can buy these at automotive supply housed in various "grits" where they are sold for use in painting cars.
Just buy several finer grits and use them to hand polish out the marrs.
Finish off by "stroking" the pads length-wise down the slide to reestablish the original satin grained appearance.
To use the sand cloth method, buy a thick slab of plate glass.
Lay the sand cloth on the glass, and push the slide across the surface, making sure to keep it flat.
As long as you don't start thinning the slide stamps, start abrading the slide grooves, or round off or polish unevenly, this works very well.
Whatever method you use, be careful not to make it look worse.
Remember, you can always send it in to Colt, and they will professionally re-polish it for you for a reasonable price.