Exactly. I did all fire-blue screws for a flintlock a few years ago using the gas burner on my kitchen stove. I basically polished the screws until I got the surface I wanted, held them with pliers in the flame (head farthest away) and let the color creep up the shaft of the screw. That way, I could see the progress and then remove the screw and drop it in oil as soon as it hit the color I wanted. Took 10 minutes to do a handful.
You only take one shot at a time - make it count.