Thermal annealing was initially introduced for multiplexing purposes, since it can induce a permanent negative Bragg wavelength shift for polymer fibre grating sensors. At a later stage, it is shown that annealing can also provide additional benefits, such as strain and humidity sensitivity enhancement and augmented temperature operational range. In this paper, we report additional usage of thermal annealing on PMMA fibre Bragg grating sensors. We show the possibility to tune Bragg wavelengths to longer wavelengths permanently by stretching the polymer optical fibre during the thermal annealing process. An array of sensors fabricated with only one phase-mask, demonstrates the concept by having Bragg wavelengths below and above the original inscribed spectral position. In addition, we report that thermal annealing can be also used to enhance the performance of sensors when used for stress and force monitoring.