Yeah, selenium dioxide is very thin. And IME, it will eventually wear off even from rubbing against the skin of your hands. But it's better than the array of weird colors that steel will take on its own, and it holds some oil while it's there. On a highly polished part, a spot that gets rubbed will get lighter and lighter until it's essentially naked. It won't be a sudden bare patch, so it's good for this type of thing.
You can make your own parkerizing solution by dissolving zinc in phosphoric acid. But for small parts, it's cheap enough just to buy it in a bottle from Brownells.
For small parts, just put it in a baking tin and shoot it with a heat gun or use a gentle flame.
is there a good website that shows side by side comparisons of the same object coated with different methods?
The final color depends on a lot of factors. The type of steel and the surface finish before coating, primarily. But even the kind of oil you use on the part can end up changing the color over time. With any of these oxide coatings, you can expect to get some splotchiness on a highly polished part. It's easier to get a good finish after a higher grit sanding or sand blasting. But on the super polished part, I would just keep reapplying it until it looks right.
There's zinc park and manganese park. Zinc is a thinner, slightly smoother layer. It will usuallly end up anything from light grey to dark blue and any mix in between. Manganese ends up very dark grey to black. The manganese ends up like 4x thicker or more, but I think zinc is just as durable. I think it's supposed to be more durable, actually. I want to say zinc can add around a thous, but I could be way off.
I don't have access to a sand blaster. I've had good success parkerizing steel parts with a 400 grit hand sanded finish, if memory serves. You can't even tell they've been refinished from a foot away, and it is durable.