I,ve never had or seen anyone have much luck trying to temper piano wire but have no problem bending my own cold with this tool:
http://www3.towerhobbies.com/cgi-bin...&I=LXL787&P=ML
Yes the method mentioned by both Grey Beard as well as Villa will work just as good I just prefer to not spend a lot of time grinding off a suitable radius in the jaw plates or doing that to my expensive vise even though the teeth are replaceable. T his tool has some advantage with the hex base that allows one to position the wire many different ways as you make the various bends to a comfortable position.
One hint for someone first doing there own cold bending One very handy hint is to always try to start with a full length piece 36 inch or more and plan your bend from one end as you go and do not cut off until completely done and in this way you will have all avalible length for leverage as you go. Don,t try to cut you full length stick for instance in two for making two main gear. Do one at a time as you go.
John
P.S. I suspect K&S may have pin benders for heavier gauge stuff. But not likely at your LHS.