Get them working a bit, stick some music on and leave them to it. Part of it will be your ears "acclimatising" to the sound of the Dali over time of course. Dali might have a recommended time and I know of one reviewer on one of the online audio forums who does a check at up to 1000 hours or so.
Me? I get whatever component working as soon as possible and as much as possible, sit back and give it a good bit of time. That's totally subjective, but there comes a point where you subconsciously recognise the sound becomes "right" or "settled" and a bit more lived in. It varies from component to component however. In general, I won't assume anything either way for a least 2-4 weeks (and you can extend that out further now I have less time to play when the babies are in the house).