I'm old school so I always break them in on a test stand. NEVER squeeze the engine in a vice. The simplest test stand is just a bit of wood maybe 3/4" thick with a cutout that the engine can just neatly fit into. Then you can clamp the wood in a vice or whatever.

With a test stand you've got complete accessibility to all of the engine, there's no danger of the model suddenly moving, no servos and gear needed just a bit of wire connected to the throttle. The only advantage I can see of breaking them in while in the model is you can find all the screws you forgot to tighten fitting the bits and pieces