It depends on the tempering temperature used for the steel part as to whether it will be affected. Short duration exposures up to the tempering temperature will have no substantial effect. As an example, if the part was tempered at 600F, the temperature would have to be higher before there's a concern of permanent changes to properties.
The relatively low temperature of a hairdryer (140F or so) combined with likely use of higher tempering temperatures (guns get hot, afterall) means there's really no chance the steel was harmed.