You would have to be careful with the dry ice, or liquid nitrogen for that matter, as the intense cold could be detrimental to the integrity of the metal. I've only dealt with heat-treating, not cryo-treating steel, so I can't be 100% on that one.

Also, you can get ice pretty cold. To get a pretty cold ice bath, i forget the exact temperature, mix some ice and ethanol, should get a fairly cold temperature. I guess you could maybe switch out ethanol for denatured alcohol, which if I remember correctly is just methylated ethanol (so you can't drink it...), or maybe even isopropyl alcohol (rubbing alcohol). Or you could always go the saltwater and ice route.