With any NEF/H&R rifle shoot a few hundred rounds through it before getting serious/worried about groups. The way the barrels are cut and rifled it takes between 100 to 300 rounds for alot of barrels to shoot out the burs, the lockup mechanism to wear in, etc, and get down to business.
Probably not barrel break in per say, but something to keep in mind when "breaking in" the new rifle at the range and setting your scope.
later,
scruffy