The first Anzac Day match played between the previous season's Grand Finalists was in 1948, a game between 1947 Grand Finalists West Adelaide and Norwood. Norwood won that match comfortably. No football was played on Anzac Day prior to this, mainly because seasons did not commence until the week after.
Then we didn't see another one until 1954, then 1956.
From the years 1958 to 1985, Anzac Day matches were always played between the previous year's Grand Finalists. Then for some reason I am not aware of, the tradition ceased.
Then we saw spasmodic rematches of previous year's Grand Finalists in 1991, 1995, 1998 and 1999. Surprisingly, there was no rematch in 2000 between Norwood and Port Adelaide.
From 2001, we have returned to the tradition of having a Grand Final rematch on Anzac Day. In 44 matches, the reigning Premier was won 24 times, the runner-up, 20.