Some will say exactly what you did is the preferred method. There are a few that argue that you cannot build enough pressure to turn off the oil pressure switch at cranking RPM.

My opinion is that if you have the filter primed fire it up. If you really want to be anal, pop the valve cover and have someone crank the motor over with the fuel relay disconnected. Watch for oil making its way out the lifters and rocker assemblies. As they are the last in the line to receive oil it is safe to bet that if the lifters are receiving oil then everything prior to it is as well.

I run a mechanical oil pressure gauge so I see oil pressure immediately.