I will be picking up a P220 10 MM Legion this afternoon. Anythings I need to be aware of? Does that Legion coating require any special handling or cleaning? What grease is being used? Just looking for recommendations from experienced users.

Looking forward to comparing the Gray trigger to my other 220's.

Thanks

I don't own a 10 MM Legion but I do own a P220 Legion Carry, P226 Legion SAO RX, and a P229 Legion.
From my experience the Legion finish is not the most durable. It will exhibit wear marks if holstered more so than other finishes, and is easily scratched. I love the looks, but it is somewhat fragile.
As far as cleaning, I don't think it requires any special cleaning procedures, but I have seen some report that some cleaners will also dry out the finish so badly that it actually temporarily changes the color of the finish. Once a coat of oil is applied things return to normal. Personally I wish that Sig had used a more durable finish on the Legion, but I guess to get that unique gray look, PVD was the best choice. Still for the money a Legion costs, they could have found something more durable.
One thing is that the Legion finish will show splotchy marks unless it's kept oiled. It seems to be "thirsty" and unless a regular coat of oil is applied, it will appear dry and unevenly coated. Generally a good coat of oil keeps it looking great.
As far as what grease to use, I use Mil-comm TW 25B grease and religiously apply it to the slide rails, frame rails and barrel shroud, basically on any sliding surface. From my experience using grease on the rails rather than oil, keeps the slide operating more freely and also helps to prevent (or at least slow down) wear of the finish in that area. I use oil on parts that rotate or turn.
Any good grade of grease will work, but I prefer Mil-comm.

My 10mm 220 isn't a Legion, but I have been using TW-25b for the slide and SLIP oil were oil would be required. NO issues.

If this is your first 220 in ten...DO be aware they eject spent cases ala HK91/G3. Meaning, like forty or fifty plus feet.

Thanks for the comments. I do have a SAO 220 10 MM and it doesn't seem to throw the cartridges excessively. Might want to check your springs.