Actually, since the armour is placed directly into your inventory, you can save after talking to Grisha, but before opening your inventory and identifying it.
If you want to save a good candidate and quickload a few more times to see what else you can get, make sure you move the armour in your inventory before you save, otherwise the stats will not be set. With most items the stats are set once it is identified, but those placed directly in your inventory also need to be moved.
