Definitely going to ruin some key caps, have lots of spares.
One of my kids found MX keycaps on Thingiverse. He spent a while testing and customizing the caps, and printed them up in white PLA (so the RGB backlight would shine through).
If you add in something like @jepho 's wooden block CNC jig or @brvdboss 's 3D printed sideclamps you should be able to laser etch the keycaps fairly repeatably. And if you mess up, just print a new one.