A golf tee is a your friend!
Yes, most factory instruction are to remove and plug the vac advance hose when setting initial. Even though there should be no vacuum advance at slow idle even with the hose connected, depending on the year and model, sometimes there is some. There are times you may be working with a car that does use vac advance at idle (eg 1963 Kaiser Jeep) but even with those, initial is usually set without vac advance connected.