Harden by heat (4)
(Other definitions for anneal that I've seen before include "Harden by heating and cooling" , "toughening process" , "Treat (metal, glass) with heat" , "Toughen by heating and slow cooling" , "Make tough" .)
'harden by heat' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for bake that I've seen before include "Cook in oven (or sun?)" , "Cook (cakes, etc)" , "Oven-cook" , "Roast" , "work in kitchen?" .)