BaFe2As2 (Ba-122) and (Ba0.6K0.4)Fe2As2 (K-doped Ba-122) powders were successfully synthesized from the elements using a reaction method, which incorporates a mechanochemical reaction using high-impact ball milling. Mechanically-activated, self-sustaining reactions (MSR) were observed while milling the elements together to form these compounds. After the MSR, the Ba-122 phase had formed, the powder had an average grain size < 1 {mu}m, and the material was effectively mixed. X-ray diffraction confirmed Ba-122 was the primary phase present after milling. Heat treatment of the K-doped MSR powder at high temperature and pressure yielded dense samples with high phase purity but only granular current flow could be visualized by magneto optical imaging. In contrast, a short, low temperature, heat treatment at ambient pressure resulted in global current flow throughout the bulk sample even though the density was lower and impurity phases were more prevalent. An optimized heat treatment involving a two-step, low temperature, heat treatment of the MSR powder produced bulk material with very high critical current density above 0.1 MAcm-2 (4.2 K, 0 T).