Skwiz -
Bighitter is correct, you don't seem to understand how anodizing works. You cannot expose steel/chromoly parts to anodizing (read below for why). Also, the XT cranks have a pressfitted steel spindle (ie axle) into the driveside arm, not pedal inserts. You would damage either obviously, but the spindle is going to be near impossible to mask/work around and still have the full driveside arm neatly anodized.
So put bluntly, no it is not possible to anodize them
Edit -
I'm no chemistry buff (calling toodles) but to my knowledge anodizing forms an anodic oxide layer over the aluminium which helps protect it, whereas it will have the opposite effect on steel and greatly increase corrosion (iron oxide = rust). I've also read multiple times that steel/brass/bronze will actually burn off in the anodizing tank unless masked. Steel needs a cationic coating to protect it.