I am working on a 93 Mauser extractor for a 7.62 x 39 conversion. The extractor was too short by .040 +- so I welded a piece of 4140 on the lip with nickel rod. I used a heat sink to keep the body of the extractor cool so the only part that was hot was the lip. The question is how should I bring back the heat treatment I lost when welding.

4140 is hardened by quenching in oil (or water) and drawing it back to however hard you want (blue color is good). Problem is that it is now attached to a big piece of spring steel that you do not want to soften. 1095 spring steel is done much the same way.
I would leave it alone. Not like you are going into combat with it.

For future projects you might want to talk to your rod supplier. Weld Mold or Crown Alloy are two brands I use. You can get filler rod that once your finished welding the material is hardened, just like if you had heat treated it. I haven't tried this with an extractor, my experience is from welding high speed steels and tool steel, but the principles would be the same.

4140 does not get very hard from heat treat, however the high carbon steel it is attached to will. You would have a dancing act to find a middle ground between the necessary temperatures to harden and the draw.

As previously recommended, I would leave it and see how it acts. If you start to notice deformation or wear, then you might consider heat treating it.