Though I'm not 100% sure, I like this explanation just because it feels like it fits the tone I'm going for.

Basically, the reason nails work is because they're "what pierced the saint".

... Vague and stuff but, um, yeah. I just... like the feel of it.

Doll Blood might still be required, but if it is it [i]only[/i] works with nails. Trying to forge it into anything else gives you a regular weapon.