In Canvas, there are different options in anonymising assignments and feedback. To mark assignments in Canvas without identifying who submitted them, enable the option to Hide Student Names in Speedgrader. This is applied as a view-only, per-assignment basis.
In Speedgrader, a quick and easy way to leave feedback for your students is by adding text comments to the assignments. Now, you can export these comments as a single PDF file (per submission) by simply clicking on the download submission comments link from the Speedgrade sidebar.