I normalize and anneal my blades before I grind. I generally grind my blades to around 120 grit before I heat treat. I don't normalize again after grinding unless I really heat up the blade during grinding. You might be okay with wire brushing, but I would probably hit it on the grinder for a couple of passes, just to give yourself a clean surface for the clay to adhere to. You also want to let the clay completely dry before you heat treat. Otherwise, if there is any moisture in the clay, it will quickly create a steam pocket that will pop the clay right off of your knife. Again, experience on this one. Many times, I will put two layers of clay on. I will create a base layer and let it dry, and then put a second layer at a different thickness. The differences in thickness will create different effects on the hamon.
