I'm not an expert at all, but by the very act of making it glow, it is no longer hardened... Right? You would only need to anneal it if you were planning to work it cold for some reason... Unless I am mistaken?
I know when I was using a hardened steel drill bit as a punch the other day, it went from brittle hard to bent to hell in about 2 seconds of contact with hot steel... (wound up turning to my scratch awl, which worked, but was also near instantly reduced to soft malleable steel)
I've made a few knives out of automotive coil springs, and haven't had any trouble ^^; Granted, they weren't THAT big...
