First I used a hacksaw to cut a groove in the top of my bending iron (actually the extension piece). The slot was deeper at the edges than the middle to make it curved at the bottom. I then cut some 3.5mm strips from a sheet of sycamore veneer (0.6mm thick) and dragged these through the slot once the bending iron was hot. As long as I worked with short movements, holding onto the strip as close to the iron as possible, it was straightforward to shape curves with different radii. Two of these practice bits are also shown in the photo. A light coating of moisture (applied with finger and thumb) speeded up the bending a bit.
When I make the stringers 'for real' I will probably prepare a set of strips and bend them as I need them.