Remington40x,
To go from .357 to .256 is a pretty difficult operation. I suggest you buy case forming dies instead of depending on seating and FL dies alone. You are going to crumple a lot of cases( with out forming dies) whether you anneal first or later. I think you can find .256 cases. they will cost more than .357, of course, but form dies are also expensive. An easier solution might be fireforming 22 Rem Jet. It is also hard to find, but if you are careful, and use gentle loads with a filler, you should do pretty well.
Mike
