My differential guy said that the coating on the gears is actually abrasive and not good for the bearings. But the amount of it worn off during break-in doesn't necessarily require a lube change. But it doesn't hurt.

I would think that the ideal proceedure would be like for an engine break-in. Break it in with conventional lube then change to synthetic. It's a pain to change just for the sake of changing the fluid, but my next housing will have a drain plug with a magnet.

I use Amsoil Severe Gear 75W-90.