You really should heat cycle them a couple times and give them some miles to wear in. There's no magic number, but you're better off playing it safe.
I like to drive it for a good 20 miles or so and then let it cool down overnight, do it again, and then drive normally for a while. I'd give it some time, and probably change the fluid after it has a few miles on it to make sure where are no metal filings in there.
I might be overcautious -- but it's really not that much extra work, and it will give you more time to check them out and make sure they're right.