Grit blasting after shot peening is an unusual combination. The "damage caused by the surface dents" that Jack referred to is presumably the slight stress-raising effect of the rounded indentations. Where that is considered to be a problem the normal procedure is to double-peen using a much smaller size of shot after the first peening operation. Your requirement of a "light grit blasting" before a coating process implies that tiny notch-shaped indentations are needed to key in the coating material. Great care must be taken to ensure that the grit size used
is very small - otherwise you will introduce serious damage in the form of large stress-raising notch-shaped indentations.