In most cases stress relief can be accomplished by annealing. To anneal small parts you can stick them in the kitchen oven and bake at 450 for two hours. The key is even heating and slow cooling. Parts can also be stress relieved by shot peening, which will not affect the parts hardness, but requires special equipment. If it’s a large part you can do as described above with a torch, work the heat out away from the weld and cool slowly.
Gary