English is a language that loves metaphor, so you definitely have the right idea. There is nothing wrong with using a phrase meant to apply to physical materials as a metaphor for some human process, and of course writing style is very much a matter of personal choice. However, as with any language, not every word is appropriate for every context.
The problem I see with "anneal" is that it's not often used, and so the meaning might not be clear to your audience. As I said, there's nothing wrong with it, but you might consider that there are already common expressions to describe what you want to say:
He was forged by merciless training and strict discipline.
Her will became hardened like diamond from the continual stress of the internship program.
A few months in the military hammered his body into solid steel.
As well as many others. This is the ongoing challenge for any writer -- to pick exactly the right word to accurately convey what you want to express.
Training : Children :: Annealing : Metal
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