As far as I'm aware, the anodising process actually involves removing a small amount of material (due to the process of removing existing anno). As I understand, it's a few microns, should not affect performance, but I've heard its not recommended to re anno the same part more than once or at a push twice as it makes leaks more likely.
I should point out I'm no expert on this at all, this is just what has come to mind. May be worth a post in the Slothball forum as they are the main paintball anno guys in the UK.