Ball Screw Machining

Hi I'm new (as of today) to this list, and I have a question about
machining hardened ball screws. I have been converting my Mill Drill to
ball screws as the article in HSM. Dan Falck has been giving me some advice
on how he did this conversion. As Dan had did on his conversion I heated
the ball screw in a lathe at its slowest speed (60 RPM), to a Straw color
then let it cool before machining them. They are still extremely hard.
I've tried reheating them but have had no better luck. Drilling the #7
hole for a 1/4 20 center screw was darn near impossible and my tap won't
even start to cut a thread. The ball screws I'm trying to use are from
McMaster Car and they list them as "induction hardened to Rockwell 56-60C".
Does anybody have any ideas as to how to soften these up so I can machine
these beasts. My fathers suggestion to grind them is a little pricey
considering I don't own a tool post grinder.

John Ross