Is it possible to train allergic resistance by exposing yourself to allergens?
The phenomenon called oral tolerance is quite a common way to reduce allergic reactions. Basically patients have to eat a lot of the antigen with their daily diet under the supervision of doctors, so in time allergic reactions can be alleviated. The idea behind this is that our immune system is much more tolerant to things that get in our digestive system (in most cases). Here is a good article on oral tolerance from Nature.

Citation: Pabst, O; Mowat, A M - Oral tolerance to food protein Mucosal Immunology 2012 https://doi.org/10.1038/mi.2012.4