The method that works for me for torch bluing small screws is to use a piece of thin, no thicker than .125, brass, drill holes in the brass stock for the screws to pass through, then heat the brass with the torch. The heat goes through the brass to the screws and the color change happens slower so easier to control. When the desired colored is reached just dip into water to stop the change.

For larger screws I have a small can of chips from the lathe and lay the screws on the chips and heat the can from the bottom.