I've also done this with new rockers
True - some factory parts aren't mated as well as I like, lapping them in helps reduce "bluing" with heavy springs and prolonged idling. They used to sell "banana-grooved" balls for extra oil retention.
If you have any that are heat-discolored (blue, straw, purple) I wouldn't use them except as emergency spares. Even if they're still smooth, they may have exceeded their annealing temperature and are now too soft.