Oh, i have aquired an induction furnace a while back, controlled hardening isnt a big issue. Its more a question of getting the fuse to hold for the furnace ;D
I will prob. try to make the roller out of toolsteel and harden them if i try this.. first attempt will prob be bronze though. But yeah, size is a problem. Although Bill's solution is neat and works well for a saddle on a medium sized bench machine i dont think i would be able to fit a solution like that on my BF20 mini mill.. But i have a winter of car building standstill experiments shall be made. =)