Every Omega I have had has sounded great right out of the box; the break in period just improved what was already there, and my experience with Omega goes back to the hempcone days. I always had suitable upline gear in front of them, so I never have had any of the thinness of sound that some say they have. If the Omegas don't sound great out of the box, there is something wrong elsewhere in the system, so if you already have good upline gear you can go right at it.
If you start listening on an old solid state amp, you may be disappointed, as Omegas are thoroughbreds and require good upline gear, and your Dennis Had amp is surely that. You sound like the break in period is like a trip to the dentist; it doesn't have to be. I will use the reverse of your psychology: first impressions are the strongest, and the HK may mess with your mind.