Coming late to this discussion, I know, but to throw in my 2c:

Most of the HSS you are likely to encounter as polished rod is pretty damn hard, much harder than any scraper should be. As Derek says, it comes hard, hardening HSS is not something a backyarder is likely to be able to do successfully, it's a complex process. Scrapers should be in the same ball-park for hardness as saw plate (i.e., low-50s Rockwell) - you can get a pretty good estimate of the hardness by comparing how easily you can file an edge. I use scraps of saw plate left over from my saw-making to make special-purpose shaped scrapers, scratch stock blades, etc. and they are as close to the same as as I can tell to my good 'ol Sandvik scraprs. It would be good if scrapers could have edges in the hardness range of HSS, but then you'd have trouble turning a burr (and yes, I know some people use HSS scrapers & I've tried them too, but preparing them on a grinder just doesn't get you the sor of fine edge I want on a scraper). Forming the burr work-hardens the metal, so your edge is actually quite a bit harder once formed, & is up there with regular plane-blade hardness judging by the way it lasts. If you started out with harder steel, it would be more brittle & either break as you were trying to form a burr, or break in use (try forming a burr on the hardened end of an old plane blade - sometimes it'll work, sometimes it won't).

I bought a bit of 6mm HSS rod from McJing, 12 or more years ago to make my burnisher, it's been used & used and isn't marked in any way. Before the HSS I used a polished file like Rob's, but I rounded off all the corners on mine fairly equally - didn't think of making 'more aggressive' corners, but a good idea! The reasons I went over to the HSS were simple curiosity & a theory that a rod gives me an infinite number of rounded corners, I don't have to hold it in any particular position. I tried a few diameters and 1/4" or 6mm works best for me. It's no better than my old file burnisher, and I'd estimate they are close to the same hardness (mid-60s Rc?). In fact, my original source of information on scrapers (Tage Frid) used the shaft of a screwdriver to burr his scrapers so that's what I did for quite a while until I read somewhere that the burnisher "must" be super hard. The difference between my HSS burnisher & a screwdriver shaft is it takes less pressure and the burnisher slides nicely along the edge, so yes, a hard burnisher is definitely a good choice for a beginner.

[Edit: Another useful trick is to rub your finger on the lower side of your nose (an area rich in sebaceous glands) then wipe it on the burnisher shaft - the oily secretion makes a grand lubricant and the burnisher will slide along the scraper edge as smooth as silk. Of course, a bit of light oil will do the same thing... ]

The most common mistake I see with burnishing is overdoing it. It took me quite some time to discover that when I started out, & it would frustrate me no end - sometimes I'd get tolerable shavings after preparing the scraper, but most times I was getting dust! Redx, I strongly suspect that that's what your problem might be, from your description of your methodology. As Rob sez, 3-4 swipes at moderate pressure is all it takes on a properly-prepared edge, with the axis of the burnisher somewhere around 80 degrees (or a bit less) to the scraper. I used to "draw" the edge religiously before forming the hook as instructed by Frid too, but most of the time now I don't bother "drawing" the edge for the first burnish after squaring & polishing the scraper & the burr I get seems just as good. I do 'flatten' the burr before re-burring when it starts to get dull.

I always say scrapers were the best discovery of my woodworking career. The day I finally got the damn thing sorted was sheer revelation. Ever since, I've used them constantly, in all sorts of shapes & sizes as testified by the calluses on my thumbs & forefingers. Yesterday, I was working on a large chunk of very dry Ringed Gidgee that took the keen edges off a PMV11 blade in a few minutes of use. I thought a scraper would only last 3 or 4 swipes on it, but to my surprise, they stood up just as long as the PMV11, rolling shaving after shaving (but getting fiery hot on the Gidgee!) And the surface they gave me was way better than the sharpest blade & the closest of cap-irons on my favourite, bestest smoother that takes just about anything else in its stride...

Cheers,