Regarding the fore mentioned 0000 wool, a gun shop owner told me that Break Free and 0000 wool will, if used very gently over many sessions, remove rust from a blued firearm without removing the blue. Has to be very gentle though and many applications.
It is counterintuitive, but it's easier to remove rust without damaging the bluing if you do NOT use oil while you are rubbing with the steel wool. I did a lot of experimenting with this some years ago and my results were conclusive.
You can use one of the degreasing/cleaning products like GunScrubber to remove all oil from the surface and the steel wool before starting.
Then be gentle and frequently dust the loosened rust particles from the steel wool and off the surface. The rust is abrasive and will damage the bluing if you scrub it around on the bluing.
If you use oil during the removal process, it will hold the rust particles on the surface and in the steel wool and will create an abrasive compound that will make damage to the bluing much more likely.
The steel wool, by itself, is unlikely to damage the bluing. In fact, polishing with steel wool is one of the steps in the bluing process.
When you're done, oil the surface to protect it.