I'm a firm believer in loading them up straight away, your trying to bed the rings into the cylinder walls so mincing round at low rpm and no load does nothing.
When I ran the Corsa turbo in I took it out and loaded it up in every gear up to 4.5-5k came back roughly 50 miles and dropped the mineral oil, re filled and out again loading up to 6.5-7k then after 50 miles ditched that oil and put the Motul 300v and then drove to the dyno (another 50 miles) and then did full power runs and map tweaks, compression was spot on in all cylinders.