Go ahead and shoot it. If there is too much packing grease your gun might not function 100% so don't let any malfunction bother you, should it happen. It might be best to shoot just a few mags, you don't want to heat up the gun too much and make that first cleaning harder.
When I got mine at the LGS they also have a pistol range. So I filled the mag and checked it out. Funny thing is, first shot at the target went thru the center X.
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