Getting refunded for CA state tax paid in error.

Yes. In order to get a refund of the California income tax paid, you would have to file a nonresident California return. You would allocate $0 of your annuity as a California source income. 

Please follow these steps in TurboTax:

1. Open your return. 
2. Click on State on the left-hand side.
3. Add California. 
4. Ensure you confirm you are completing a nonresident return. 
5. Follow the on-screen instructions.