I would just load them to your normal procedure. If you always anneal, then go ahead. If you don't normally anneal, then don't. If you sometimes anneal, then just slide them into your normal rotation.
Though I've been guilty of engaging in arguments about motor oil/two stroke oil/chainsaw bar oil, I've come to the conclusion that WHAT you use is far less important than HOW you use it, assuming you use something even close to appropriate for the application.
Last gun show I went to I was still living in Colorado, so maybe 2000? It was probably my least unpleasant experience at a show, but I still haven't been back in 2+ decades.
I think you'll be fine. The Grand Slam is a tougher bullet, with a hard core toward the base and a softer core at the tip... kinda like a Partition without the guilding metal separating the two cores. I run them in my Whelen... one of the local shops in Lewiston was selling blems buy the pound...