You may not think so, but I've done it and I know of no better proof than having actually done it. I welded it myself & blued it myself. 3.5% nickel rod works great.
I know that mild rod will work too, but I like the 3.5% nickel. It flows better for me. I always thought this board was for sharing information. I found that the Ni rod welds easier & I can tell no difference after it is rust blued. I thought I'd share my findings with someone that asked the question. I can't advise on a caustic blue because I've never done it. Here's the ad from Brownell's:
http://www.brownells.com/aspx/NS/store/P...EEL+WELDING+ROD