I always saw that mentioned in random places for engine break in, "set ignition advance on the conservative side" and no mention of vacuum advance... you want as much advance as it'll take since it's under no load. It'll probably work fine without vacuum advance but it won't hurt to hook it up and it will just help the engine run cooler. I'm willing to bet most of the time why engines get hot during break-in isn't as much because of the parts wearing in but more because there isn't enough ignition advance, or the idle mixture wasn't adjusted properly.
I put this in the same category as "run it rich to be safe"... might prevent detonation and overheating in the short term but you're just wasting gas and wearing out your rings and cylinders in the long term. And causing a bunch of carbon build-up in the chambers, fouled plugs etc.