Good point.

If I'm starting with cold steel, I like to leave the vent valve open and drive off any free oxygen while preheating, and let the water and the boiler expand before making any pressure. If you had a giant engine, you could certainly take your time on this, then shut the vent valve right at midnight. If you then made a pound a minute, it would take 5 hours to get up to 300 pounds, so you should make your call with no problem and no wasted hot time.

Now, I just need a giant engine to do that with, like NdeM #3028 (she only runs at 250 psi).

Sammy!
I hope your wish comes true!
Unfortunately, I can't find my notes, but the Toronto, Hamilton & Buffalo Ry's roundhouse in Hamilton, Ontario used live shop steam to bring engines up to pressure. I assume they would run them outside then light them up after. Not sure how this was on the boilers? However, TH&B had an eclectic mix of power from very hard working 0-6-0s to Berks, plus a couple of ex-NYC Hudsons, so they likely knew what they were doing!
Likely other companies did the same. I'll try to find the information. Perhaps someone else viewing this has something info?
A boiler, sitting out in the sun, will come up to a respectable heat. For those operations that can do it, having a tank car, painted black, might be a nice preheating device to allow nature to warm up the water before introducing it to the engine's boiler?

PS -- I found a little to add to the above. TH&B's Chatham Street roundhouse was opened in 1930. it had 20, 110-foot stalls and 7 155 foot stalls plus and an 80x160-foot shop area. TH&B did full overhauls at Chatham Street. That according to "The Toronto, Hamilton And Buffalo Railway (Volume Two) by John Spring ( part of the excellent BRMNA series).
Spring went on to write, "TH&B's new roundhouse was one of the first shops in Canada to have the direct steaming system, where the locomotives were provided with up to 225 lb of steam from the roundhouse's boiler plant, then moved outside to be fired up."

Rick, since I'm a member of the ALCO Historical & Technical Society, that technically makes me part owner of the #3028. Too bad I don't have any say so, or enough money to do more than dream about seeing her run in my lifetime.

The TH&B, and anyplace they used coal is outside my experience. However, I witnessed the use of shop steam in the gigantic roundhouse of the NdeM in Mexico City in 1966. Every engine available for duty was hooked up to the stationary boiler, but not fired up until called. This saved fuel and no doubt was easier on the boilers long term. What their procedure was for a cold startup most likely depended on how soon they needed a particular engine. Old timers have told me that if they were in a big enough hurry, they would fill the boiler with hot water from the stationary boiler, light off, turn on the appliances, disconnect the stationary steam supply, and drive off to work in ten or fifteen minutes. You know that boiler was creaking and groaning.

In my time, steam locomotives were mostly recreational vehicles, and nobody I know of has a big enough shop boiler to use for a house heater/hostler's steam source. There would be an advantage to doing so because you could keep a locomotive hot without using up hot time, something we can't do with an air compressor, or by "breeding" one locomotive with another.

As for your comment on black paint, when I was firing in Guatemala I did something very similar --- I was assigned to take an engine with a short train 27 miles downgrade to a meeting point with a charter passenger train, then to return to Guatemala City the next day. Our CMO had zero steam experience, and refused to let me fire up in the shop (where we had tools and parts and help available if I had a problem), but instead ordered me to fire up out in the boonies. The tropical sun was blazing, and everything not shaded by the cab roof would burn you if you weren't wearing gloves. It preheated the boiler and the water it contained, along with the water and the thick, refined oil in the tender. While I was being towed backwards downhill to our meeting point, I put the engine in forward and opened the throttle, charging the boiler to our (pitifully reduced) working pressure of 125 psi. This was one time I fired up without opening the vent valve or running an air line to a compressor (or locomotive trainline). I cracked the blower, threw in a burning shop rag, adjusted the firing valve for an idle fire, and lit it by opening the atomizer. It didn't take too long at all...

From viewing a video posted by member "derail" on the Steam V. Diesel thread, this little video came up. Some neat little hints about boiler management at the start. It seemed to belong here. Getting back to those "nuances."

https://www.youtube.com/watch?v=yNvv40IeIqg