What's the deal with "fiery"?

The Online Etymology Dictionary explains the unusual spelling:

late 13c., from Middle English fier “fire” (see fire (n.)) + -y (2). The spelling is a relic of one of the attempts to render Old English “y” in fyr in a changing system of vowel sounds.

Words like miry (late 14c.) and wiry (1580s) have later origins and different etymology, so they don’t have the same influence on their spelling.

Fiery seems to be a modern Eng. corruption of the Old English word 'fier',fyr or fyrr an adverb meaning, [farther] or as a noun for the number [four vide feower]. The 'Y' added is a suffix from French donoting nouns or adjectives. Fie by itself is an older exclamation denoting contempt or dislike. -ry is a suffix written sometimes after vowels or diphthongs, representing Old French forms in -rie, and -erie. Sources: Webster's 1828 Dictionary; Shorter OED, vol 2,n-z 1934; Bosworth-Toller Anglo-Saxon dictionary 1898 and A Concise Anglo-Saxon dictionary by John R. Clark Hall, 1916