Part of the problem with food allergen desensitization is that there are elements of the allergic response which are not entirely clear. This seems to be unique for food anaphylaxis. The other problem is that some subset of individuals has a wide variance in threshold dose for some food allergens.
That said, I do know that there are several people over at FAS that have talked about their experiences with immunotherapy pretty extensively. Results really vary. Sub-lingual immunotherapy is probably the safest of the current options... but efficacy long term is an open question.
