You can fire rainsticks with nails in them already though there are several
things to think about before firing nails in them. Galvanized nails will
give off a noxious gas so the kiln should be well-ventilated. The nails
will oxidize in the firing which will give them a flaky surface. This may
not be a concern since the nails will be on the inside of the rainstick.
The nails also become somewhat soft since they have not been quenched to
harden the metal. You can only fire them at a low temperature if fired up
high the nails melt.