I certainly did have to heat them... be sure they are red hot to get this tight a bend without causing cracks in it. You may have to heat several times depending on how fast and accurate your hammering is... but best to not go for speed record and keep reheating... don't pound on cold steel... the obverse of that is where the saying " strike while the iron is hot" came from
I did not quench them, but if I had it would have been into oil, but I do NOT recommend this due to the fire hazard....unless your an old blacksmith already set up , and in that case you would not have asked about the quenching
PS, quenching causes the steel to become BRITTLE. The term TEMPERING is misapplied in normal conversation... the tempering comes in when the tool is REHEATED(after quenching) to a specific temperature according to the type steel it is,,,then allow to slowly cool.... so unless your going to get the brittleness out by a reheat then you SHOULD NOT QUENCH.... PSS, the sears wrenches use very good steel. good luck , Greg