Just curious as I’d like to get my initials burned or stamped into a rifle sling and can’t find anyone locally to do it.

A cheapo wood burning kit would do the job.

You could buy yourself a set of alphabet stamps for leather for less than about $20 and do it yourself.

Or if you have a steady hand you could lay out the lettering you want with a pen and burn it in with a heated wire or soldering iron.