Rick - yes some folks have made them, case harden them, and then sharpen from one side only so as to leave the cased side as the edge. In general WI has not got enough of a carbon content in itself to harden adequately
The "problem" with Grant's writings is he far too often uses wrought and forged interchangeably causing the confusion. Some makers "feel" that wrought iron knives were typical of the period but with literally thousands of steel trade knives readily available why? Without more definitive period proof the use of WI for knife blades in any great amounts is IMO still very questionable at best.
Some folks will also state that axes, tomahawks, etc. were made entirely of Wi, but again the proof is in the pudding so to speak and the primary documentation is outstandingly for steeled edges. One reason for the supposition may be old worn out blades that hadn't been re-steeled and just had the WI sharpened - the steel edges were most often quite narrow and the old shop records are full of references to having the edge re-steeled.
There is some period documentation referring to the use of iron blades by some traders, but in every case I've read the Indians knew the difference and did not like being taken advantage of and demanded good steel blades. Other primary documentation has smiths at various trading posts decrying the lousy steel (mostly blister) and asking for the higher quality cast or shear steel, otherwise they would not guarantee the quality of their work.
Not saying no WI blades were made but I've yet to see good primary documentation for it's wide spread/common use - but I'm all ears.