I believe anyone that does anodizing can do this. However, the problems lies with having to disassemble it. Part of that disassemble would require to remove the belleville washers which can void the warranty. The washers are installed in a set pattern.
I had a matched set of red PFS units. When I sent one back to Vern for a rebuild, he called to say they didn't have colors any more...so, no more matched set. I suspect that the disassembly and rebuild is the biggest block to DIY.
I am not sure about the idea of once it's done it's done. I believe there is an acid bath they use to strip the material. As far as cost effectiveness, I think if you stick with a popular color and not get crazy it can be reasonably done.
I am having a top handle bar clamp anodized KTM orange for $20.
Apparently you can remove anodizing. I always thought it was more or less permanent without mechanical (sanding, sandblasting) removal. Live and learn. I guess I just thought it was IN the metal, instead of ON the metal, like paint.