My reccommendation, is that unless you're having troubles starting the engine without that step, DON'T do it.
When an engine first kicks over, there is no oil pressure. Giving it some throttle will probably cause it to rev a little more than necessary, in turn causing that little bit more wear on various internals.
While it's been cold here in Canberra, I've had the occasional occurance of my engine coming very close to stalling immediately after starting it, simply tapping the throttle gets the revs back up and it will idle correctly.
Hope that helps