If the surfaces are clean, there may be some diffusion bonding between copper and iron/steel, and between iron and steel. This will be strictly a surface effect, since 770C is well below the melting points of iron, steel, or copper.
If the iron wire is really iron, not steel, then pre-annealing it should make it dead soft. Then you might not need any restraint to keep the iron wire in its slot.
All this will need to be in a neutral or reducing atmosphere to prevent severe oxidation of copper and moderate oxidate/decarburization of steel.