Well I agree with you. You should not consider the costs so far. However in this case if you can not get annealed material, you are going to have the same expense to anneal the new material as you will have to anneal the old material. I would try annealing the parts already made. The original message did not mention how true the parts have to be. So we are all guessing without enough information. If they have to be super straight, then starting over with annealed material is likely the right choice. But there is a lot to be said for knowing the tolerances and proceeding accordingly.
Dan