Only just seen this question and it is what I do !
Yes anneal, as described by John above, your usual flux will do fine. A good rule of thumb is to anneal for every two sizes growth of the ring, a UK size is roughly 1mm on circumference.
You should be able to take a plain 9k band up several sizes with a slow tapered mandrel and a rubber or nylon or hide hammer, since you don't need the whole range of sizes on the mandrel turning one becomes quick and easy, I have made several for specific jobs.
If it is a wide band, say 6mm or above, then keep reversing it on the mandrel so both sides end up the same size. I like to do this job in front of the customer and dispel the myth that what jewellers do is difficult and therefore expensive.
Take Care
Andy