Outside of the cat pre-heat (which only occurs if the engine is between 20c and 30c on startup), mine runs ok. It's ever so slightly rougher for the first 20 seconds or so, but i'm only talking slightly - as what you thought, I put this down to the piston's being cold, since they are designed to expand a bit when at operating temperature. Don't recall it being any different on the running in oil, apart from the first startup after rebuild and it being tappety as the tappets needed to refill with oil.
I wouldn't worry about it at this stage - mine wasn't rebored, so didn't have to do hardly any running to get a good ring seal where yours might need a good load of miles on it to get the rings to seal, especially when cold.
When you say the compressor is wining - are you referring to the supercharger during warm-up idle, or the turbo?