Right now we don't do that, and it makes these menu items look broken if you use them on first run.
This is a more generic problem with first run.
We show our toolbar on purpose. So the user can skip out of our onboarding if they choose to. So, I think we should just dismiss First Run UI in that case. Somewhat related: Bug 1236626 will help users get back this experience if they choose to later so that should help remedy some anxiety here.