+1 on the advice of challenger i. When I have made cylinder length shotshells for 38's, I have used the same method, though I used a 32 ACP seater die to neck the cases after annealing. The correct procedure for reusable cases, is to:
trim cases,
anneal,
prime,
insert powder charge,
seat over-powder wad,
lightly lube the outside of the neck,
run prepared case into 32 ACP seater die to form shoulder that allows the case to chamber in the revolver,
insert shot,
place over shot card on top of shot,
crimp lightly with the 32 ACP Sizer die after removing the primer decapping rod,
finally, seal with a lacquer-type, liquid--like nail polish. Use at least two coats to aid in keeping your cases and shot together while handling or carrying them.
If you only intend to do a handful, especially if you scrounged the cases and have no money in them, don't bother with annealing.