You are definately going to have to use a heat gun to get the new mill to turn over. Install the extra break-in shim if you haven't already, use a heat gun or strong hair dryer and try it again. This process can be frustrating but keep at it. You will be rewarded with a very good engine if properly taken care of.
Once you have over a half gallon through the engine you should be able to start it with out pre-heating the engine block although I would recommed you still pre-heat the engine until you hit the 1 to 1.5 gallon mark.