A method for producing a component made of a steel product coated with an Al—Si protective coating, includes: providing a substrate consisting of a steel produced coated with an Al—Si protective coating, heating the substrate to a temperature T1 such that the Al—Si protective coating is only partially pre-alloyed with Fe of the steel product, cooling the pre-alloyed substrate to room temperature, applying a corrosion protection oil to the surface of the pre-alloyed substrate, wherein the oil consists of a composition containing fatty acid ester, transporting the pre-alloyed substrate to which the oil has been applied, heating the pre-alloyed substrate to which the oil has been applied to a temperature T2 such that the Al—Si protective coating is fully alloyed with Fe of the steel product and the oil is removed without leaving residue, and shaping the re-heated substrate to form the component.