There is provided a method of making a heat treated (HT) coated article to be used in shower door applications, window applications, or any other suitable applications where transparent coated articles are desired. The method may include heat treating a glass substrate coated with at least a layer of or including diamond-like carbon (DLC) or other type of carbon, with an oxygen barrier layer provided thereon directly or indirectly. Optionally, a release layer of a material such as zinc oxide or the like may be provided between the oxygen barrier layer and the DLC. In certain example embodiments, the oxygen content of at least part of the protective film when deposited may be determined based on whether the coated surface is to be bent in a convex manner, to be bent in a concave manner, or to remain flat. Following heat treatment, which may include bending the coated surface into a convex or concave shape, and quenching, the protective film may be removed by washing or the like.