bend spring steel round rod?

You have to anneal it first. Heat to cherry red, allow to cool in air. Bend to shape. Heat again until you see blue over the whole item, move the flame to heat evenly, and quench immediately in oil or cold water. If the colour was an even blue it should be fine. If there was yellow anywhere on it it will fracture. Quite a skill to perfect.

Spring Steel Rod

Depends on how much of a spring you need, what is the application, how much force is involved (spring constant), over what distance does the force need to be applied, how long do you want it to work, what happens if it fails to work, how much does it cost, things like that. I am personally a big fan of experiementing so you could certainly try to do your own heat treatment or try just bending it but if you need a real engineering solution, you're better off finding someone who makes springs for a living and bring your wallet. hope this helps