There is no discussion that peening is actually a very good process to improve fatigue behaviour of metallic materials.
Nevertheless, peening brings better improvements when :
- Material is showing high mechanical properties,
- When shot is harder than the target material,
- Material have been elaborated in order to avoid any defect or heterogeneity (ex. cracks, cavities, foreign embedments...
That is a good reason why scale oxide has to be removed before peening.
The easiest and most effective way to simultaneously descale and peen is to use ceramic beads!
This works properly on connecting rods, hot formed springs, transmission gears...

Hope this helps,
F-Xavier