There are two ways to go about this.... the easy, but slightly more expensive way.... or the hard work but economically sound way.

The easy way is to find a gunsmith, or even just someone, who parkerizes guns. Parkerization will protect your gun better than just about anything else, and is leaps and bounds better than the original finish on that express. You can stop sanding and stripping right now, because the first step in parkerization is to sandblast all the metal parts... so its part of the price. Last time I was around the shop, the going rate was $125 complete (half the price of a well done reblue).

The more complex way is to keep stripping all the paint off and use a bake on moly coat. Its similar to powder coating. Brownells sells a moly type spray paint that you can spray on to the striped gun. Then, having taken the gun apart, literally bake it in the oven like a sheet of cookies. Directions are on the can. The issue you must be aware of is that if you make it too thick in certain places, you might end up screwed... and if you think paint is tough to get off... moly is seriously almost impossible... even sandblasting doesn't work overwhelmingly great.