Milt, the ideas of overnight cooling all work fine with 1084, 1080 and other steels with less carbon, but will give you no end of troubles with a hypereutectoid steel like 1095, and is exactly why you found it less than pleasant trying to drill your holes. Heating to above critical (or even non-magnetic) and allowing the steel to slow cool is called a lamellar anneal and it forms coarse pearlite within the metal. This state is made up of extremely hard carbide segregated out into sheets between areas of soft iron, so such a blade will bend and seem soft but will rip drill bits up! No amount of reheating (tempering type) short of a full normalization will have any effect on these sheets. But of even more concern is that leaving hypereutectoid steel that is in solution to slow cool will allow all the carbon in excess of .8% to fill the grain boundaries and cause a very weak an brittle condition that would be rather bad for a knife.
Hypereutectoid steels, and forgive me for not explaining the term which simply means steel that has more carbon than the eutectoid or .8%, really should be spheroidized if you are going to be doing any machining with them. It is best done with well controlled heat treating equipment but it can be approximated in a simpler shop as well. To accomplish this with just a forge you should heat the steel up and normalize it well to homogenize things and get any carbide our of the grain boundaries that may be there. Next reheat it a couple of times at lower temperatures to refine the grain and on the last cycle heat it to just above non-magnet and then quench it in any oil you may have.
Now for the anneal- reheat the hardened blade to red but never allowing it to lose magnetism, do this several times and it will ball all that extra carbon that you trapped in the quench up into little spheres suspended in a soft iron matrix. The steel will be soft and bendable and when a drill or mill hits those little spheres they will just move out of the way and allow you to keep cutting
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