Trackballs, and more precisely the bearings need to be "broken in" when they are brand new. Its normal that they will only roll smoothly untill they have been rolling for some time. So normally using it is the way to go.However , Bob Roberts sells the bearings correctly greased AND broken in by letting them run on a drill for a while.
Do not make the mistake that a friend made when he installed the new bearings and thought he needed to clean the bearings of the applied grease !!!!!