When I winterize, I remove the anode from the water heater and wire brush the calcification on it, and reuse it next season, unless the steel rod inside the zinc compound is showing, then I replace it (maybe once every decade, but this depends on the mineral content of the water in your heater.)
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When replacing the anode, I strip off the Teflon tape on the anode threads, and replace it with new.? I then slide the anode into the heater, and leave it loose, so that air can escape if any residual water in the tank expands over the winter if it freezes.
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It’s very important to use the Teflon tape every time you install the anode, or the threads will rust and it’ll become impossible to remove it next year.
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There’s a summary of the winterization procedure in the AOC website, here: