Currently, the metallurgical industry in Poland is struggling with the problem of the energy use of process by-products. Coke oven gas (COG) or blast furnace gas (BFG) in accordance with the latest directives should not be a side effect troublesome to manage. They should become an energy carrier that improves the economic and ecological efficiency of the steelworks. The easiest way to manage them is combustion or co-combustion with natural gas directly in the place of production. In the article, simulations of process gas combustion were carried out in the actual operating conditions of a roller-hearth tunnel furnace for sheet hardening, using the Directed Relation Graph with Error Propagation aided Sensitivity Analysis (DRGEPSA) method. The main objective of the analyses was to determine the optimal solution for the use of COG and BFG gases in a heating furnace in the ecological and economic aspect. The conducted analysis shows that co-firing COG and BFG in appropriate proportions is the most advantageous solution. The presented savings resulting from the use of process gases and the heating of the sheet metal in the hardening furnace constitute a remarkable economic aspect of the furnace operation. Considering the growing competition on the steel market, the presented savings are a more advantageous technological solution for Polish steelworks, ensuring a lower price of the final product.