Surely they must anneal the dies? Not cent blanks/planchets, they'd just melt (and good riddance). Zinc's surely too soft to need annealing...?
They use hardened dies. They soften the dies between reimprints (or whatever they call it lol ) CPZ (zincolns) is not annealed. During development they annealed them for various tests, but not during production. The 8 micron thin coating does not require it. Though if they used another alternative CPS Copper Plated Steel, the 25micron coating would have required it. The US Mint doesn't do much with the Ready to Strike Planchets other than dump them, sort and feed to the stamping machines. Though I do believe the pre 1982 full copper cent was annealed. To help in a full strike, etc. Though if it was annealed too much it would be susceptible to easy wear during circulation. Annealing also apparently assists the EMS signal for vending machines, etc. ... at least from what I read / interpreted from us mint docs.
I actually am pretty certain dies are hardened because they are annealed, or at least they used to be