Hi Smallpatch,
What you need is a nail header. It is a very simple tool, but you will need more heat than a propane torch to make it. For the few nails you need you could make it from mild steel - the standard stuff you get at the steel yard or hardware store. Mmmm, perhaps you could drill and file it with a fine square file. Anyway, it is just a bar of steel with a square, tapered hole in one end, the small end of the taper being the size of your nail just below the head. You could drill a hole and file it to a tapered square shape, but the usual method for blacksmiths is to make a tapered punch, heat the bar, and punch it through. You use it with the small end of the hole up.
To forge the nails, heat the rod, put it on the "anvil" (or actual anvil, if you have one) with the hot tip on the surface and the rod angled just slightly up towards your hand. Angle your hammer a little higher and strike it on the tip. Rotate the rod on its axis quickly 90 degrees and strike it again. Rotate it back 90, strike again. Keep doing this and a (roughly) symmetrical taper will form. When you have the length and point correct, measure about two diameters from where the taper stops and cut the nail almost off. This leaves you a handle. Heat the thick end of the nail to a yellow, stick it in the small side of the header, and twist. You should end up with a hot nail in the header. Put the header on the edge of your anvil (or over the hole in the heel) with the point of the nail hanging down and pound straight down on the hot nail. It will flatten out into a head. It will want to pull to one side, so slewing the header around so your hammer blows land from all direction will counteract this. Then, as it cools to a dull red, make four dragging, outward angled blows on the head in the four compass directions. This will give you a rose headed nail. Tap the nail point on the anvil and it should pop out. Repeat till bored.
It takes practice. Take it from a former pro blacksmith - the moment you get good at it then it is dead boring. It will help to have something better than a propane torch. At least a rosebud tip on an acetylene torch. Even a fire of real wood charcoal with a good draft will do. In the old days farmers would sit in front of the fire in the winter with some nail rod and a little post anvil and make nails for sale.
Hope that helps.
Canute