when we annealed firing pins they always went into a bucket of coolant after the reached temp .....by 100's
If you want to harden something properly you generally have to get it soft first, which is what annealing is.
It's making the metal soft without melting it, and when you quench the metal or air cool suddenly, that hardens or tempers the metal.
When you do that with water or oil or in the presence of various other agents, you get a different level of temper (depending also on the steel alloy.)
I see gunsmiths can buy bone Char to use as an agent in case hardening steel receivers. It gives that old timey colored look like the evil Roy has.
In the tool shop they used to use a product called case-n-it or casenit.
It did the same thing but left them more modern-looking finish: not quite so splotchy.
It's also somewhat toxc. I understand that it makes cyanide fumes.