I am a "throw them on and ride" kinda person but plastic can be annealed. Depending on the plastic they are are made of, you have to heat them up to the glass transition temperature to and let them quench SLOWLY. The heating allows the internal stresses to be relieved and cooling them slowly will allow the molecular structure to stay in that configuration until cool. With all that being said I am pretty sure slides would be molded using an extrusion method which means the material is at a controlled temperature to ensure the right viscosity as its pressed through the mold. Typically the material is then let to air cool for the final product. (I would think this would make them "stronger" than the "break in" theories listed above.)
Now if they would be made of a plastic such as derlin you could possibly melt some of the material on the track clips and have a derlin on derlin interface (instead of derlin on steel) which could improve the life of the slide because you don't have a harder material wearing on a softer one.
Just my .02, put them on and ride.