The mild steel vises work great. They grip tight and do not seem to bend. As you can see I gripped a knife just 3/32 into the vise and was able to lift the WE MOD by the knife handle without slipping. I am not sure a hardened steel vise is necessary.
I mentioned above that I was using set screws as the bottom screw. It turns out they are made to bite into the opposing member. So, I ground them flatter.