Since IIRC the OP is just installing a new pump on an already running engine, and the engine was running before, the process of checking the rocker oiling is really not necessary.
I'll have to do that to each your own on this one.. if it was me I would definitely prime it and get the new pump full and the oil filter all full and everything like that. I'm assuming they're changing the oil filter... And the oil LOL..
