Epitaxial bcc-Fe(001) ultrathin films have been grown at $\ensuremath{\sim}50\phantom{\rule{0.2em}{0ex}}\ifmmode^\circ\else\textdegree\fi{}\mathrm{C}$ on reconstructed $\mathrm{Ga}\mathrm{As}(001)\text{\ensuremath{-}}(4\ifmmode\times\else\texttimes\fi{}6)$ surfaces and investigated in situ in ultrahigh vacuum (UHV) by reflection high-energy electron diffraction, scanning tunneling microscopy (STM), x-ray photoelectron spectroscopy (XPS), and $^{57}\mathrm{Fe}$ conversion electron M\ossbauer spectroscopy (CEMS). For ${t}_{\mathrm{Fe}}=1$ ML (monolayer) Fe coverage, isolated Fe nanoclusters are arranged in rows along the [110] direction. With increasing ${t}_{\mathrm{Fe}}$ the Fe clusters first connect along the $[\ensuremath{-}110]$, but not along the [110] direction at 2.5 ML, then consist of percolated Fe clusters without a preferential orientation at 3 ML, and finally form a nearly smooth film at 4 ML coverage. Segregation of Ga atoms within the film and on the Fe surface appears to occur at ${t}_{\mathrm{Fe}}=4$ ML, as evidenced by XPS. For coverages below the magnetic percolation, temperature-dependent in situ CEMS measurements in zero external field provided superparamagnetic blocking temperatures ${T}_{B}$ of $62\ifmmode\pm\else\textpm\fi{}5$, $80\ifmmode\pm\else\textpm\fi{}10$, and $165\ifmmode\pm\else\textpm\fi{}5\phantom{\rule{0.3em}{0ex}}\mathrm{K}$ for ${t}_{\mathrm{Fe}}=1.9$, 2.2, and 2.5 ML, respectively. At $Tl{T}_{B}$, freezing of superparamagnetic clusters is inferred from the observed quasilinear $T$ dependence of the mean hyperfine magnetic field $⟨{B}_{hf}⟩$. By combining the STM and CEMS results, we have determined a large magnetic anisotropy constant of $\ensuremath{\sim}5\ifmmode\times\else\texttimes\fi{}{10}^{5}$ and $\ensuremath{\sim}8\ifmmode\times\else\texttimes\fi{}{10}^{5}\phantom{\rule{0.3em}{0ex}}\mathrm{J}∕{\mathrm{m}}^{3}$ at ${t}_{\mathrm{Fe}}=1.9--2.2$ and 2.5 ML, respectively. For ${t}_{\mathrm{Fe}}\ensuremath{\leqslant}2.5$ ML, our uncoated ``free'' Fe clusters exhibit intrinsic magnetic ordering below ${T}_{B}$, contrary to literature reports on metal-coated Fe clusters on GaAs. Our present results demonstrate that the nature of the percolation transition for free Fe nanoclusters on GaAs(001) in UHV is from superparamagnetism to ferromagnetism. From the M\ossbauer spectral area, a very low Debye temperature ${\ensuremath{\Theta}}_{D}$ of $196\ifmmode\pm\else\textpm\fi{}4\phantom{\rule{0.3em}{0ex}}\mathrm{K}$ is deduced for these uncoated Fe nanoclusters in UHV, indicating a strong phonon softening in the clusters.