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Brass photo etch parts can be hard to bend along a curve. Annealing them using a flame source will make bending curved parts much easier. (I wouldn't recommend annealing parts that bend at right angles or very small parts.)
First you need to clean the brass and remove any surface lead by soaking the brass in a mixture of 2 parts vinegar and 1 part hydrogen peroxide for no longer than 5 minutes. (You can use this method to clean any brass parts.)
After cleaning, anneal the parts using a flame source such as a lighter by holding the fret in the flame until the part turns red hot and then remove it from the flame and allow it to cool. If black soot appears on the parts, it's likely due to surface lead on the PE.
(Not my photo, but it shows what the parts will look like after annealing.)