Actually you do quench them in water to anneal them
Copper responds differently than steel in heat treating. It seems backwards but that's how it is.
Never tried just letting them air cool, they may be quite soft this way too. Just did a google search on the subject....the rate of cooling doesn't matter!
But it is convenient to cool them off fast!
The original poster mentioned they had gotten hard from work hardening.
Maybe a little but I think most of it was from age hardening. Being heat soaked at 300+ degrees probably makes them get hard over time too.
Yep, get them cherry red and drop in water. Hanging them on safety wire works good. you can have a bunch of them stacked up on there too and as long as they all get red all the way through they'll be good.
You'll be amazed at the difference..before and after.
Mark