Breaking in a muzzleload does indeed help - at least it did with my Knight.

First off, forget using saboted bullets for break-in - plastic ain't gonna get the job done. You need to shoot 20 or more patched round balls or lead conicals to help smooth out any rough spots in the bore ................. which is really all any break-in procedure does.
Just spend a day at the range, shooting the balls or conicals with reduced charges (like 70 to 80gr of powder) at say, 25yds offhand. This will get you familiar with the gun and get you "Broke-in" all at the same time. Just run a couple of spit patches (water-dampened patches) down the bore between shots, reload and shoot. A good final cleaning at the end of the day will have your bore ready for accurate sight-in with the bullets you want to hunt with.

Another option (if for some reason you don't like to shoot alot ) is to work the bore with one of the available bore pastes like J-Bs, Iosso, Flitz, or USP. Work 10 or so patches treated with the paste up & down the bore rapidly, working up as much friction as you can for about 20 to 30 strokes per patch. The tighter the jag is in the bore, the better for this procedure. Between each treated patch, work a clean patch in the bore the same way. If you do this, ALL of the patches will come out horribly black - don't fret, that's normal. When you're finished with these patches, clean the bore with your normal solvent/cleaner until your patches come up clean.

For the record, I initially didn't do the break-in with my Knight .................... it shot acceptably well once I found a bullet it liked. After I had been shooting it for about 8 months, I tried the round ball shoot-out. After putting 25 balls through it one Saturday - the next trip to the range found my group sizes cut in half and the rifle was MUCH more bullet friendly at that point too.

Your mileage may vary - but this worked wonders for me.