You'll be very happy with your Valhallas. I had Valhalla many years ago, and it's a great cable. It's top card is transparency, and it has that in spades.
I have Tyr 2 now, and have for years now, and it's a fantastic cable as well. I am guessing your dealer wants to do the burn-in because Nordost takes hundreds of hours to burn in. One time, I had a brand new pair of Frey 2, and it took them weeks to break in. 300-400 is standard burn-in time for Nordost, and it will sound VERY bright before its burned in. In fact, so bright that you will not want to play music loudly. I remember listening to a Supremes Anthology, and it (the Nordost) was SO bright, I couldn't listen at any volume. It actually hurt my ears, and that was the first (and only) time in 40 years that a cable was that bright. After it burned in, it was great.