The only thing the water immersed fills do is allow heat to dissipate from the steel more quickly. Since it's the air heating up the steel from the inside, if you fill a tank quickly in water and then take it out, the steel will just heat up after the fact. It's the temp of the air that determines the pressure, of course. The water could be helpful if the tank is filled and then left in the water until the air inside cools down to the water temp. Of course, with several tank in a small water bath, like most dive shops have, the tanks will soon just heat up the water.
Dive shops need to realize that because the tank's test pressure is so far above anything even close to what they need to "overfill" in order to have the tank cool to rated pressure, there is no real-world risk in overfilling a few hundred PSI to allow the tank to cool to it's rated pressure. Unfortunately some shops are just not willing to do that, and since they own the compressor, they make the rules.
So, I guess the real answer to your original question of "how do I make sure I get good fills" is to buy a compressor....sorry!
I've found that my LDS routinely underfills, but as soon as I NICELY ask them to top it off, they get it full.