Simply Brian, take the bit of hard steel, cook red hot (not necessarily cherry red, just glowing is OK. Then bury in sand (dry sand is best!). Allow to cool SLOWLY, for annealing. Check afterwards with a file. repeat a few times if not enough the first time...? It is the faster quenching that hardens the steel, slower anneals it.. (I think? - I am not an expert... but have been a drip under pressure = Ex-Spurt!).
On forged parts for car axles, they use induction heating to a low red heat, then an air blast (after tuning the time for induction heating, time in the air blast, etc) and the air blast cools the outside quite quickly, for hardness for grinding, but leaves the core to cool much slower, so it is tougher not harder.
K2