For sure the BEST way is the natural way by just playing with it. You get the most life out of the disc and can use it at each of its stages.
But we know that understable drivers and mids will fly around a blind corner and bury themselves so we need to replace them all too often. And any version of candy plastic may take years to break in to the level we need it for particular flight patterns.
To speed up the process, the first step is to FOLD the disc. Bend it backwards on three different lines then bend it forward on three different lines. Then do it again and again then straighten out the rim and test it. When you fold a disc fold it to a full taco, even creating a crease line if you can. The slight warping of the rim from this process will cause it lose stability. If the folding causes more warpage than you want just run it under very hot water and the plastic "memory" of the disc will flatten it back out.
If folding doesn't get the disc where you need it then take it to a parking lot and play games with it. Closest to the trash can with air shots, skip shots and overheads. These will gouge the rim up (which btw, I happen to believe that gouges don't do much to change stability however when you sand off the gouges, especially from the bottom bead, it does).
The issue exists whether any particular method of breaking in a disc violates PDGA rules. It is my opinion that the methods I mentioned above are proper, legal and ethical.
The easiest way to replace a lost anhyzer disc is to trade for a used version of the same mold. Regular players who nonetheless lack tournament skills are the best bets as their discs have had a rough life. I am always on the lookout for beat up versions of my favorite molds and am happy to trade new discs for used ones.