Everything you're allergic to is something you were exposed to at least once; your immune system has to see it and learn to recognize it before you can react to it. Some types of exposure are good and some are bad.

Good types include oral exposure and continuous exposure (as in sublingual immunotherapy). Bad types include skin exposure (especially with eczema) and intermittent exposure with long periods of zero exposure (e.g. seasonal pollens including grass). Timing is also important especially relative to other immune triggers like actual sickness or vaccines or allergens that you already react to.

This is all poorly characterized in general and a lot more study is needed, but we definitely know of ways to expose you to allergens that are much less likely to cause allergies and in fact are likely to reduce or cure them.