Your powder-coat guy will not want anything on the frame so installing headset races is a bad idea. It should be nothing but the frame and fork.

An oxalic acid bath may not be necessary either as many powder coat places will dip the item in their own acid bath to get out any substances that could screw up the process. A glob of grease in a tube would ruin the entire process so many of the better places won't chance it.

You should also clearcoat the frame once it is back from the powder coaters. I used some Krylon clear coat that is made for plastics and it worked really well.