I'm fairly new to the Rocket, but don't think it would hurt. I did one last week and was really impressed with how well it ran afterwards. As Skip said, let it run a little longer, it won't hurt anything.
From my limited experience, it is important to start from a cold engine, as the manual states. I had tried one from a warm engine, and it didn't do anything (then I re-read the manual). The first time I tried I had ridden around a bit, came home let it set 30 minutes, and then tried. The fan came on after a few minutes since it was hot already, but no noticeable change in performance. From cold it took about 8 minutes for the fan to come on. I let it run another 14 - 15 minutes and noticed a big difference.