Aluminum is a fairly soft metal and the oxide layer forms to stop corrosion. However, the oxide layer is as soft as the base metal so it rubs off. Only Anodize will make this layer hard enough not to rub off on your wood. The slick tape is also an option. Most paints won't be hard enough to last long and you'll be back to the gray marks before you know it. Anodizing is done a low temperatures so distortion is generally not a problem. Anodizing will not remove surface imperfections like scratches or dings. I would go with hard anodize.