As said above, you only need to be sure that your oil feed has no air in it and is filled with oil. ( air could come in when you disconnect the oil feed for replacing the turbo)
So cranking the engine untill oil pressure, with the cas disconnected to be sure that the new fitted turbo has oil, for the rest it can't harm to warm op the engine up propely for stepping on it.. but there are no parts to run in, the bearings are designed for no / minimal metal contact.
Nope, I'm not sure what it was. Pulled the turbo's yesterday and everything looked fine. Symptoms changed a little though, yesterday was boost to .4 no higher, I found a hidden leak on the bottom of the left intake pipe...tightened that and now boost is good to around 6000 RPM then the car falls flat
Thanks for the replies on the break-in bit. Eases my mind a lot on the turbo's