I let it warm up until cold light goes out. Then it's giddy up gently until it reaches full temp. I Don't like beating on equipment either when it's cold. Riding it gently to get up to temperature won't do any harm. Some load is good for engine too.
Any 2-stroke should be properly warmed up before you ride, really any small engine should be - you want all parts to be same temp and at operating temps before riding regardless if sled will limit the power by way of the ECU....at least if you plan on keeping the sled for any duration.
Same as shut down, always let the engine idle down a bit before killing it if you can.
Just good habits to follow.
I actually just recalled a trail side check and the cop asked me to shut off engine after pulling over to the side, I told him no, once the sled idles down for a bit I will though - he did not like it, but too bad.