Isn't the cassette nickel-plated? You'd have to remove the plating. I suppose you could add a black nickel plating on top but its not very wear-resistant. Or maybe strip the nickel and have the steel parkerized. This would be the most durable solution, I think. Someone might suggest using a Sharpie. Just saying.
Usually, there's nickel plating for corrosion protection. You can easily confirm where the chain has worn the plating off, or if a new cassette, you can scuff an edge. Under the nickel plating is always copper plating. You should be able to see a copper-colored outline along the wear edges.