I use one case at a time it just works better for me.
With my short cases I have never had to anneal the brass with RWS as the parent case. When using Remington 357 Max brass i do have to anneal. After trimming I put the cases in water with about a 1/4" sticking out. then I pass a torch lightly over the top straight down. This keeps the bases of the case the correct temper. I foung a long time ago that if I didn't protect the bases that the case streached at the transition. 
Use very little heat you can always go back and anneal again but you can't make them harder.

40 Rod

I do it in low light conditions and stop as soon as a dark blue colour appears.
If you go until it starts to turn red; it is usually a bit too soft.

Some people reharden their cases a bit after annealling by work hardening them in their sizing dies a couple of times.

Many BPCR shooters do this to get more consistent neck tension in their fixed cases.