Bubba,
Actual case hardening is the process of infusing carbon into the outer layers of metal, and traditionally was done with bone and charcoal, and a lot of heat. As the previous poster said, you can get good colors without actually hardening the mild steel. Don't try this on parts that might warp or on parts that are tempered or heat treated, as you will change the temper of the metal. On trigger guards, etc. it will be fine.
As opposed to oil, you can also use paste gun blue, a small steel brush like you use to brush flux on with, and a propane torch. Bring the metal to red, and slowly "streak" the metal with the blue paste. This puts off noxious fumes, so do it outside.
By experimenting, you can get some good colors in the metal this way. It will however, lose that color if allowed to rust.....keep it oiled or spray it with laquer..
Ben