Depending on the material, yes that is the norm for stress relieving.
Here is a typical manufacturing routing at my facility.
Coil
Stress Relieve
Grind (if ends need it)
Shot Peen (if calculated stresses are high enough to warrant it)
Stress relieve again (only if peened)
press (to remove initial set, but only if calculations warrant it)
Rust preventative coating
Inspect
Ship
I will tell you this, never, and I mean never try to tell the manufacturer how to make their parts. They are the experts, just tell them what you want, and let them decide. Nothign irritates me more than a customer that trys to tell me how to run the parts, especially when half the time they have un-needed steps that are costly and do nothing. If I come across that, I usually quote the job much higher than I normaly would because of the time wasted...