I don't see any reason as to why you should wait for "break-in" to be over to install your oil cooler. It also isn't necessary to get a branded (read: expensive) HKS oil cooler. I did mine with a respectable brand like B&M oil cooler and the entire installation cost me less than P20k.
I asked Titaw of Titan Works to fabricate the mounts and lines for me. Call him at 4133911, he can surely help you with your oil cooler install. I'm very satisfied with Titan's work. I'm guessing the HKS will cost you 50 to 100k for everything?
While you are at it, do a differential oil change as well. Don't bother changing your manual transmission oil (assuming you have MT) since it really isn't necessary, IMO.
BTW, the B&M oil cooler and OBX sandwich plate was ordered by my friend online and shipped to Manila. You can ask Titaw what brands he carries but I'm sure a typical 200SX oil cooler set-up will work for the Z.