Something similar is indeed the right answer here.
You have to take the material above its curie temperature (https://en.m.wikipedia.org/wiki/Curie_temperature) and then according to physics all preexisting magnetic information is lost.
What I've done is not that dissimilar. It's pretty easy to build a furnace out of basic household items. With charcoal and a leafblower, you can get it up to a temperature where an entire HDD will melt or burn.