Don't fret about the oil pressure, especially at idle, as long as it goes up when you get to 2000rpms you're fine.
Do you have a tranny cooler? If not it's cheap insurance, lots of kits out there.
What color is the smoke it's puffing? If it's black then it's rich at WOT, this will probably get better as you drive the car more and the computer adapts.
As for break-in, change the oil when you've got about 150 miles on it, then keep it under 4000 until about the 1000-1500 mile mark, then change the oil again and you'll be ready to rock.
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