Heat it up, then cool very slowly.
You're gonna have to see what works for you.
Shutting down the kiln and leaving the piece in it overnight might work.
Some people bury it in sand.
Some people use pearlite.
Whatever insulates enough for you to cool it down slowly enough.
Personally, I consider it at least an overnight process.
When cool, you need to find out if your anneal worked. Given the nature of your project, I would test it with another working file. Use a good file and see if it bites into it or skates across; if the file bites and wants to cut, your piece is annealed.
But to have that method work correctly, you need to remove any scale that might be incurred during the heat.
The scale is extremely hard and may cause the test file to skate over your workpiece, even though your workpiece itself may be annealed. Not to mention that trying to file on scale will quickly make your "good" file become your next workpiece.
I like to soak the workpiece in vinegar overnight. The next morning, brush off the loosened scale, then check to see if the anneal worked. Some people with less patience can use abrasives to remove the scale. Grinders, sandblasting, etc.
Good Luck,
Rob