In my experience that's the way to do it John, aside from buying a hardening powder. Heating red and the quenching in oil will work well, but you might want to temper it afterwards to remove the brittleness - just heat it up slowly to around 400F and cool it slowly in air, or if you do it in an oven, just turn the oven off with it still inside - best to do this when your wife/girlfriend (or both) are not at home though.