http://stanmed.stanford.edu/2014fall/i-can-eat-it.html
Essentially they introduce increasingly larger doses of the allergen until your body develops a tolerance to it (essentially what the OP claims, but as you're no longer a baby, it takes a lot longer).
The only caveat is that you are required to continue to eat the allergen for the rest of your life, to maintain your tolerance.
Stanford is currently enrolling in its peanut OIT study for adults. If you have a peanut allergy and have always dreamed of eating a PB&J without worry, now's your chance!