I just read through my owner's manuals for my Performer, WSM, and Genesis Silver B; and I couldn't find any recommendation to do a pre-burn. It's probably not a bad idea, though. Like an initial practice run before making the magic happen. Or, if you're more worried about manufacturing residue, use a sponge, dish soap, and water on the entire inside of the bowl and lid, and on the cooking and charcoal grates, then rinse thoroughly.