Most handbooks advise against taking the engine to maximum governed speed for the first 1500 miles or so.

I would add to that slightly: I would try to avoid excessive idling for the first few hundred miles Try to vary engine speeds, and a use good dollop of throttle in the mid range where opportunity permits! No religious shenanigans or anything like that.

It goes without saying that you don't thrash cold engines, but no one does that, do they?

If you look on this site under Ask HJ, FAQ's 15 and 16 give good advice on running in, respectively, diesel and petrol engines.