Jerry,
I wasn't sure I believed this 40 years ago when I read it. I wrapped three 16 penny nails in a leather thong, covered it with clay, let it dry out, and then threw it in a fire. After a few hours, I fished it out and quenched it just as you describe. The nails were soft (i.e. cut easily with a file) when I started but were hard (i.e. file skated off the surface) when I got them out of the quench. Worked great !!