I really don't know if there is a business that does it, as far as I know the Sapphire material being produced is export to asia and they handle the process over there. I have tried with Aquamarine but not Tanzanite. There is a right and wrong way, you cannot simply bung your gems in an oven. The methods I have read use a slow incremental process to attain the critical temperature then slowly drop, they use a material used in investment casting to cover the gem and provide an even temperature or thermal shock fractures the gem. Some I have read cut the gems then heat, some just the rough, either way due to microscopic particles or inclusions in a crystal structure, heating is a risk, the differing material or gases, or sometimes liquid expands at a different rate. I guess the lower temperature the better, pretty sure Aquamarine and Tanzanite are low temperature as in around 400 c.