Yeah, give it a try. Even HSS may do it okay. Just don't try to pretend they're aluminum when you set speed/feed.
If it turns out you do need to anneal, heat up with a propane torch to dull red and let cool as slowly as you can. Or run them through the "clean" cycle in the oven, if it has one, and see what that does for you.
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Try to make a living, not a killing. -- Utah Phillips
Don't believe everything you know. -- Bumper sticker
Everybody is ignorant, only on different subjects. -- Will Rogers
Law of Logical Argument - Anything is possible if you don't know what you are talking about.