Not that I've heard of; it's possible that someone tried it and it doesn't work for some reason that isn't obvious to me, and then they didn't publish their negative result. I published the idea in 02019 in https://dercuano.github.io/notes/mechano-optical-vector-disp..., but I haven't actually tried it, and not many people read Dercuano, in part because most of it is ideas I thought up but haven't tried.
Reading I've done since then explains that, when anodizing, the anodized layer grows up out of the surface roughly as far as the surface gets depressed, and the anodized layer has a higher refractive index than air, so, for many purposes, you don't need to etch nearly as much metal. (The anodized layer is thin enough that it would be adequate in many applications that normally require a first-surface mirror, though not all.)
It's well known that if you're instead anodizing silicon you can fabricate a rugate filter by varying the anodizing current to vary the density of the anodized layer, that when anodizing titanium you get brilliant iridescence due to the high refractive index of the oxide and consequent strong single-layer dichroic filtering effect, and that there's a negative feedback on the current from the oxide layer thickness in all of these cases, requiring higher voltage to get a thicker oxide; this should also tend to even out small surface asperities, and is not the same effect as anodic leveling. The possibility of including such dichroic filters on the surface of the holographic reflective optics, with wavelength response tailored at a submillimeter or even submicron X-Y resolution, could be interesting for fabricating a wide variety of optical systems.
If you end up trying it, I'd love to hear about the results! If I'm not dead by then. Though I'm sure you have a long list of ideas of your own that you can't wait to try, like everyone else capable of trying this sort of thing.
All this seems to me like a crucial enabling technology for feedback control of machine tools, because light waves don't distort or change their dimensions much when the temperature in the room changes or there's a side load on your gantry.
I need another life ;) Seriously though, this is worth pursuing. But I've more or less decided to dedicate the rest of my life to music and to start this all up again would require a small fortune and a very large dedication in time. Still. Tempting.
Has anybody tried that?