Ternary nitride materials hold promise for many optical, electronic, and refractory applications yet their preparation via solid-state synthesis remains challenging. Often, high pressures or reactive gasses are used to manipulate the effective chemical potential of nitrogen, yet these strategies require specialized equipment. Here we report on a simple two-step synthesis using ion-exchange reactions that yield rocksalt-derived MgZrN$_2$ and Mg$_2$NbN$_3$, as well as layered MgMoN$_2$. All three compounds show nearly temperature-independent and weak paramagnetic responses to an applied magnetic field at cryogenic temperatures indicating phase pure products. The key to synthesizing these ternary materials is an initial low-temperature step (300-450 $^{circ}$C) to promote Mg-M-N bond formation. Then the products are annealed (800-900 $^{circ}$C) to increase crystalline domains of the ternary product. Calorimetry experiments reveal that initial reaction temperatures are determined by phase transitions of reaction precursors, whereas heating directly to high temperatures results in decomposition. These two-step reactions provide a rational guide to material discovery of other bulk ternary nitrides.