Shoestringracer and Fuelman are both right.

You MUST get the engine up to operating temperature! Otherwise the piston is too tight in the sleeve and you are just wearing away the piston. (Granted after this break in your engine will seemed to have 'losened up', but the only reason would be because of this wear!) Once its there you need to keep it there by applying whatever throttle is needed, if that be WOT then so be it. Remember at this point that the engine will be running so rich that WOT will only seem like half throttle on a well tuned engine....

Cheers,
David