Just in case it wasn't explicit, you need to get oil throughout the engine before you ever hit the starter. Not only does this get the oil circulated before the engine starts rotating but it ensures you can build pressure. Otherwise it takes a few seconds with an empty filter and a dry motor to even register pressure. What happens if there's an issue and the pump cavitates or something? You'll have run that beautiful new motor with no oil pressure for 5-10 seconds.
It takes a few mins to prime it with a priming tool so I'd do it.
Good luck.