Have been following 1stazmilitia's thread with some interest and annealing came up.  I do not want to hijack that thread, so here goes.
I started with a new batch of about 100 cases to make my 35/40 loads. I annealed these as a first step. I then lubed them all and expanded them to .338 last night. I changed to my .358 expander and it seemed to take too much effort and was noisy to boot. I tried relubing the cases without much change.
I was hoping that initial anneal would last till I finished and I would end up with the correct neck tension when I was finished.  So my questions are:

#1 New cases are the necks annealed and slightly work hardened or are the dead soft as purchased? I see the color on the necks from  the factory anneal in new ammo an new cases for loading. If they are already dead soft my first anneal was not necessary.

#2 should annealing be done with each step? If so after getting to 338 the again after getting to 358?

#3 Could I be worrying about nothing and should continue going to 358 before annealing again?

I watched a Youtube video of someone doing something similar a few years ago and he was happy if he only scrapped 1/3 of his cases, I do not want to be that guy! One out of 100 would be too many for me.

As far as I am aware... Remington and Winchester cases are not annealed from the factory.  Privi cases are, however and if you are using .303 British cases, then you should be good to go from the start.

That said, I'm not by any means the expert here as far as metallurgy goes, so I can only offer lay advice... but I believe that annealing the cases once should be sufficient.  Annealing the case necks makes them pliable and more easily repeatedly resized without stress cracking (Brass, although soft in nature, can become brittle with repeated working AND heating, ala firing).

I know there are several accepted methods for annealing the case necks, and I won't dispute one method over another... but the method I use is this:  I chuck my case up in my drill using my LEE case trimmer adapter.  I then spin the case while applying a blue-tipped flame from my butane torch until the brass changes color down to about 1/4 inch past the shoulder.  I then loosen the adapter and let the case fall into a metal bowl to cool naturally.  Some quench the brass but my feelings are quenching can cause brittleness (you quench other metals to harden them!).  Using the drill allows me to heat the brass evenly, rather than obtaining hot spots.  This method seems to work well for me, and I've got almost 20 reloads on some of my Krag brass!

As for expanding the case necks to .358... I've never done that, so I really can't comment on it.  I defer to others with more experience in that department!

PSteinmayer,
You brought up something I forgot to mention, Remington brass is what I have. They are probably all are a little different.
Every new case I have noticed has some heat tinting on the neck, if it is brass. I do not remember any manufacturer's brass not having it.
I have noticed some quench their cases in water and some do not. I do not think it effects the hardness of brass at all, I do it to make the brass safer to handle, you do not want to pick up a hot one.
Used to anneal stainless cable fittings (water quenched from 2200F) the fast quench there kept them from getting a course grain structure. That stainless was annealed then moderately cold worked as received. That annealing let me get an extra 500 breaking strength out of the 1/8" cable assemblies.

Yeah, I figured you already knew what you were doing, and put my method in there for those reading this thread who didn't, LOL

In dropping my brass into a metal bowl to cool, I just don't try to handle them until I'm done with all of them, and allowed the entire lot to cool sufficiently before I try to handle any (I did pick up a hot one once... wasn't fun after about a millisecond).

Interesting thing about Remington brass... it doesn't show the heat tint as much as say Winchester or others.  I notice Winchester brass polishes up much brighter than Remington does too.  Once upon a time, I used red tuffnut in my tumbler, and some of the Remington brass also took on a slight red tint too!  Strange...

psteinmayer wrote on Apr 19^th, 2016 at 3:28pm:

As far as I am aware... Remington and Winchester cases are not annealed from the factory. . .

Not so, Paul. Modern factory centerfire brass cases are annealed several times during manufacture and normally receive a final neck/shoulder anneal that would show colors if it weren't polished off during a final tumbling operation before loading. U.S. manufacturers ordinarily perform this final polish on their commercial cases (military specs require the color to be visible, so this step is omitted for GI contracts).

Prvi Partizan is a bit notorious for inconsistent final anneal. New PPU cases often require another anneal before expanding to a larger neck diameter.

For small-scale home annealing, the best advice is to keep it simple. All that's needed is a propane torch and a metal pan or sheet to protect the work surface while cases air-cool. Most classic military rifle cases are long enough to allow the neck and shoulder to be nicely annealed while holding the other end in in the fingers. Brass being a good heat conductor, there's really no need for rotation - just direct flame at shoulder, not neck or mouth.

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Thanks, Parashooter.
I did fairly well confirm that new brass is fairly well annealed so my first annealing was a waste of time. There is so much contradictory info on the web. Annealing and work hardening of cartridge brass seems to be worse since the big boys (Rem Win, Fed and etc.) do not share info. 303Se stainless look it up in a manufacturers hand book. Cartridge brass you can find so many answers that are 180 degrees off. Looks like graphite maybe a better lube than the RCBS lanolin I was using. I will try it out if the local hardware store has it.
Here are some of the things that I found that sounded sorta reasonable, No guarantees because the info comes from the WEB.
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  (You need to Login Says quenching in water improves grain structure? Too many people that ought to know better do not quench.

Tried powdered graphite, it seemed to help with reducing the effort. Maybe cause I closed my eyes while doing it. We got an emergency call so it cut my experiment short.

Parashooter wrote on Apr 19^th, 2016 at 7:44pm:

Not so, Paul. Modern factory centerfire brass cases are annealed several times during manufacture and normally receive a final neck/shoulder anneal that would show colors if it weren't polished off during a final tumbling operation before loading. U.S. manufacturers ordinarily perform this final polish on their commercial cases (military specs require the color to be visible, so this step is omitted for GI contracts).

I did not know that Para.  Good to know though...  Thanks Para.

Fred, keep an on the weights of your cases.  I've seen as much as a 40gr difference between some newer R-P, 30-40 Krag and some older REM-UMC, 30USA.  The older stuff came to me once fired, and some of them were obviously hot loads.  Perhaps someone stuffed the heavy cases with their usual loads and got some higher pressures.  Not much variation in the new stuff, generally less than 3 or 4 gr, but the older stuff was obviously two different lots with 30gr variation.