I have annealed some of mine. It was part of experimenting with annealing, I haven't yet shot them enough to see if it extended life or not. But, some of them have been loaded and fired and they worked OK.
I am a little puzzled as to why 'Boo would say they can't be annealed. Nickel cases really are just brass cases with a decorative plating on them, there funtionally is very little difference. The brass underneath will anneal just fine and the nickel will be essentially unaffected.