The problem with aluminum oxide is that it is very hard, just about harder than anything but diamond. Anodizing is just controlled oxidation. If it was originally just polished aluminum, then you have a chance to cut through it with aluminum polish (which is just more Aluminum Oxide). If it was anodized, you will not be able to do it.
To practice, you can work on the bottom of an old Coke can. Its the same stuff with the same problem.
