My initial anneal is to better ensure the new shape(shoulder angle, body taper) will take consistently in as few fire forming shots as possible. While Lapua & Norma brass are annealed well, it's not as good as lead dip, and it doesn't hurt a thing to re-anneal.
Where I don't improve cases in any way, and using new Lapua/Norma, I run with it right out of the box.
back40sniper, the secret to successful lead dip annealing is pre-dipping in Mobil1 synthetic for a thin sheen, and then a slow consistent lead dip in and back out(same speed) over ~30-40sec. Don't even try it differently, or you'll fail..