I just figure it's bad brass but if it has hard spots in it or the chemistry is off in the alloy or tempered too hard to start with, it's going to split.
I would be afraid of defeating the neck tension if the pistol cases were over annealed. That would cause different issues like bullet set back and you don't want to go there.
Especially in .41 Magnum.
See how far that split goes down the case in the picture above. If you tried to anneal down that far you would ruin the integrity of the strength of the case head.
I wet clean my brass and dry them under an inferred heater in my garage at about 338 degrees as indicated by the stick on, indicating strip I use to get the height of the pan right.
I leave them in there for an hour to dry and I often wonder if that has any effect on why I don't have a brass splitting problem with my reloads.
Or it could be I've already picked out the bad ones that split when they were new after the first firing. Who knows.
Note:
I accidently left a batch of .357 Magnum brass under the heater over night and they are a pretty shade of blue when I discovered it the next morning.
I put a timer on the heater that same day.
I checked the temp later with my Fluke temp meter and verified the temp.
Like I said, I don't know if this is why my brass doesn't seem to split after I use this process or I'm just lucky. Brass isn't supposed to change it's structure until it hit 400+ degrees but I've never read or seen anything on a temp vs time affect and I don't have the equipment to do the experiment to find out. And how would I find a bad piece of brass that is going to split, but hasn't yet, to use in the experiment any ways. You don't know it's bad until it splits.
It just works for me and I'm happy with it.
The heater came from Lee Valley Tools many years ago. They still sell them. When I left PA to go to North Carolina I took them with me and I'm glad I did.
I wouldn't put them in a kitchen oven to try to anneal them, ovens fluxuate temperature to much and you could ruin them. I know this from cooking with my Thermoworks temp probes in there, This heater I use stays a constant temp and doesn't cycle.
This probably isn't the answer you want but it's all I have for you. By the way that bluing on the brass never came completely off from dry tumbling them and it was weird that it only affected the mouth of the case and not the head. I am still loading and shooting them, they work fine.
The only other thing I could recommend trying is using an M-style expanding die so you don't accidently over flare the mouths on your cases. That may help you with neck splits but if your using lead bullets they will scrape lead sometimes on seating because they only expand enough to get a bullet started.
I have used an M-Die in station two and a traditional flaring die in station three to stop the M-die from scraping when using oversized lead bullets and not over flare but you have to trim your brass to make that work. This was with .357 Magnum.
Edit to add: Well that sucks! Lyman doesn't make a .41 magnum die set or an M-die for it.