I can almost guarantee it was a steel allen key. I've never run across any other kind. Steel is an alloy of iron and carbon, by the way. All room temperature steels are magnetic - except the austenitic stainless steels.
Yes, taking the insulation off the wire was a mistake. The turns just acted like a short, so no magnetic field got created.
Another thing that will help, besides using insulated wire - use a softer steel for the core. Something like a big nail will be more permeable than a hardened steel Allen key.
also try a lot more windings,
i remember long time ago when i made one i used a lot of windings and the book
suggested abt 200 turns.
use a thin enamelled wire (the one u wud find in small transformers)
With 7 windings you may experience magnetic atraction, but due to the excessive current. You will make a short for sure. Use wire until you have an appreciable DC resistance (20-50Ohm would do).