Hi Fizzy, as a one time electro-plating chemist / metallurgist with experience in post plating de-embrittlement and zinc blacking, it isn't a road I'd choose to go down. Given that the steel in your boiler is unlikely (but not impossible) to be a high tensile variety, the chances of hydrogen embrittlement are low, but that isn't the only consideration.
The plated layer will show up every minor scratch and dink in the surface finish; the process has no levelling power at all; this implies a pre polishing operation, something that in itself isn't without difficulties. To get a coating thick enough to take the subsequent blacking process will not be easy if the part has any recessed areas or re-entrants. The blacking process doesn't always (hardly ever really) give a true black, and its very soft. Any accidental scratch will cut through to the white zinc underneath and show up badly, and be very difficult to remediate. In industrial applications a protective lacquer is applied in an effort to alleviate this effect, not something I'd want to do on a part likely to be pretty hot.
"Mechanical" zinc is now a fairly unusual process; there are only a few companies doing it. II's not applicable to large parts with cavities, and the appearance is utilitarian at best, so not a practicable proposition in my view.
In short zinc plate and black will have safety implications, look terrible, and wear badly.
Paint pot time I'm afraid.
Eug