Franco,

You are right that there is no matrix assembler class that accepts an 
AnyData object.

I have seen that MeshWorker with the MatrixSimple assembler has an 
> initialize member that needs a vector of matrices. However that isn't 
> really good for my case, as I'd like to assign ownership of matrices as I 
> wish, not necessarily to a vector. 
>
Is there any possibility to assemble in parallel several matrices without 
> having a vector of matrices? 
>
Actually, MatrixSimple just stores pointers to matrices and not the 
matrices itself. Therefore, you don't loose ownership of these objects by 
handing them to MatrixSimple. Does this answer your question?
In the end, the assembler classes are not overly complicated to implement 
and don't need that much code. The implementation of MatrixSimple is 
approximately 150 lines long 
[1]. Saying that, if MatrixSimple doesn't match your needs, you should be 
able to modify that class as you like. The interaction with the other 
MeshWorker classes is basically via the assemble functions (line 657 and 
line 681). They take the local matrices you assemble in your 
LocalIntegrator and distribute the entries to the global matrices.

Best,
Daniel

[1] https://www.dealii.org/8.4.0/doxygen/deal.II/simple_8h_source.html#l00565

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