We program off-line, and still step through the first board...mostly to verify polarities. As has been mentioned above, the choices are check them before they build, or fix them after the build...which will include the ME time at the machine, plus the rework time on the bench, plus the QC time to catch the error.
I'm not sure how the Juki's work for stepping through, but, I wouldn't expect it to take that much time to step through a board...unless they're verifying p/n's as well as placement and polarity. One thing you could have them do while stepping through is actually build a the same time. I assume the machine can do a single placement while stepping through the parts; have them place the part while verifying. It will take some time, but, at the end of that time, you'll have a first piece built, with a pretty high confidence in the quality of the board.