It seems to me no there is no need to burn up your tubes, waste power, or use your good gear, or solder your new caps at all, for this purpose. Sure you could bypass the caps across power caps somewhere, to break them in, in theory, but maybe a musical signal has to run through the cap for some reason, to start sounding good. Cap break in makes no sense scientifically, but then neither does changing the caps at all! It is real to my ears. Heck, there is no scientific proof that Mozart was a better composer than Mad Al Yankovic, just opinions.
Just go to a pawn shop, and buy an old cd player for $20 with a "repeat" function, or maybe an old tuner. Remove the existing output caps, and solder maybe a Rat Shack piece of wire with a little rubber booted alligator clip to each output cap connection on the CD board. Then take your new caps, alligator clip them in place at both ends, insert a cd, press "endless repeat", then play, and silently break in your caps 24/7!
I probably wouldn't bother unless you were breaking in Teflons, or Black Gates, but I think this would work, and you could break in anything else you wanted in the future. Unlike tubes, I don't see why a solid state cd output stage requires a load, it should happily output a 2v muical signal through the caps all day, but I suppose you could plug the cd into an unselected input jack somewhere.
Oh God, I can see it now, a new Designer's Reference Mark 3 Preamp, or CD player, with a separate battery power supply to keep the Teflon output Coupling Capacitors on a constant low voltage bias so they never lose their exhalted state of break-in.
Actually,I would never buy broken in caps, I really enjoy the break-in process, I love to note the improvements and changes, and I look forward to each new listening session.