As far as DL they make it really easy. Just have to click a button online in the reservation. As long as it's done more then 24 hours out they won't load peanuts or meals with peanuts. Regardless of time notified before they'll make an announcement and it'll be on the paperwork the FA gets before boarding. DL normally makes announcements in a way as to not identify the passenger since some take not getting their bag o nuts badly.
Can't say for AZ, but AFAIK all at least have a policy. I'd call AZ to make sure they know.