The oil for the roller tip comes from a hole in the rocker right at the shaft. So it has to squirt all the way out to the tip. When you start it cold,the oil does not get out there until it thins out. I burned up a bunch of rocker tips before I switched to 5W30 oil, and made the groove in the #4 cam journal larger to provide more oil volume to the rockers.
The Stage V rockers from FHO have pressure oiling right out to the roller. So they are better.
Below is a picture I took with the engine running when I was diagnosing the issue with the MP rockers. It captures the little squirt of oil that is intended to oil the roller. (see red arrow)