I started with it wide open. Then pushed in half way while I put my stuff on. Next, I pushed it in to about 1/3 and took off. After about a couple miles I eased it in a little more. I'd say after 5 miles I pushed it all the way in.
I tend to put the choke on my Bonneville back in as soon as possible, and tolerate a little cold engine stumbling at idle. But I put it in in steps, just like you said here.
BTW, the idle adjustment is often a knob to turn in the general vicinity of the carbs. Check your manual. If you're going to do it at all, don't adjust idle until the bike is thoroughly warmed up - like 20 minutes of highway running. If you raise idle speed so it idles easier at start-up, then it will be too fast when the bike is warmed up.