Chris,
I think you are doing what is best. Keep an eye on it and just note if it starts to look bleached in any way. I thought that back a few months that Dakar had posted something about all anemones. He may be able to chime in here or I might be able to find that thread again and link it. It had some good info that I think will help you out. Either way it doesn't sound like he is suffering. Like Don said though, getting it use to the light will take time. Cutting down and then increasing the lighting period is one method but I prefer to raise the light and then lower it over the next month or so.
Angie