You're grinding and machining the parts before heat treatment? 4140 is oil quenched steel. If you're trying to hold tight dimensional tolerances prior to heat treating (unless using a vacuum furnace), you're fighting a losing battle. Judging from those side projections, you've also got some residual stresses in there from machining/grinding that will cause bowing/warping during a quench.
Are you roughing the form, then finishing it after heat treatment, or are you trying to finish machine the part PRIOR to heat treatment? And what medium are you using to quench the part? Finally, are you utilizing any stress relief cycles prior to heat treatment?