The main point is to anneal the neck without annealing the head. If the neck is just heated to the point of annealing (think of it just giving the bluish color to the neck like factory brass has) then air cooling is fine. Some people just hold the case head in their fingertips and rotate the neck in a torch flame in a darkened room until they see a color change and then drop the case in wire basket to cool. Some have a drill attachment that rotates the case in the flame and then they dump them off in water. If you heat the neck to a red heat you have grossly overdone it and may have destroyed the case but this might be hard to do if you are holding the head in your ungloved fingers;-) Watch this video to get some idea of how little heat it takes:
https://www.youtube.com/watch?v=vhqmnSZKDmE