First time starting

I would disconnect the rocker pipe at the bottom near the oil feed and return. Use an old rocker feed banjo with some hose and pump plenty of oil with an oil can before kicking over with the plugs out. I also prime the oil lines a bit.

Have you primed the oil line to the engine? slacken the junction block bolt and make sure oil is seeping out the joint, then tighten the bolt. (this is outlined in the workshop manual) also covered in the manual is the priming of the crankshaft. especially after the crank has been apart. This is harder to do with the Mk3 (and the manuals procedure doesn't cover this)  as the anti sumping plunger effectively blocks the oil passage to the crank. I use a modified rocker feed banjo bolt (and banjo) that has a thin pipe extension to hold the plunger open (assembled before the timing cover is fitted to the engine) then you can use a syringe to prime the crank and oil pump. Also remove the exhaust rocker covers and tip an eggcup full of oil down each valve pocket and hence to the cam followers and cam.    

I pushed mine up and down the street in 1st gear after priming lines and pump with the plugs out. It took a few trips till it returned but also saved my bacon because I found the front brake didn't work. It worked in the garage while static but that didn't reveal the disc was warped enough to push the pistons back. 

Endlessly turning the engine over like this is not good for the camshaft, especially if the engine has been apart. The cam gets its lubricant from the oil thrown out and off the crank in enough quantity to lather it in oil. Kicking the engine over does not get the crank turning fast enough to do this.   Look up cam running in procedure.    
You will have spent the time pushing the bike up and down just to fill the oil filter. After an oil and filter change it takes a good few moments for the filter to get filled up with oil returning back to the tank. 

Use Peter's method, leave the rocker feed pipe connected and leave the rocker covers off. When you start the bike you can then check that oil is proving at the ends of the rockers. This tells you that oil is getting oil to the rockers and not just to the head. It should prove pretty quickly and you might get a little splash of oil coming out of the head but you can put the rocker covers over and hand fit the nuts while the bike runs a little longer. Once you are happy then fit the rocker covers correctly.  

Build with assembly lube and you will not have to think about these rituals.  Apply to all rubbing surfaces. Vertical Cylinder bores thinly coated with graphite grease helps with the initial bedding in of rings. Prime the crank, Loose fits (tappets, rockers) should be hit with final lube before you start.  For sure leave a cap off to ensure the flow arrives.

The start up preferably happens before the machine is completely assembled to ensure you have built, adjusted and sealed the job properly. For access to the variables, often without fuel tank, seat, primary cover, and as mentioned earlier, brakes. All being well she will fire up after your normal procedure.  Don't let it get too hot, let it cool and go again rather than keep it running to complete your checks. Final spannering once cooled and then complete the build.

In their rush to get the engine running after a rebuild, owners sometimes forget to do the obvious before running the motor.......so.......
1) Try and get as much oil inside the crankshaft as possible before the start-up. The sludge trap and crankpins on the big engines will need around 300ml of oil.
2)  Pour about 500m; in through the exhaust rockers to lubricate the camshaft & followers. This will also provide a small pool in the sump to lubricate the oil pump and provide a quick supply to the rocker arms.
A  completely dry engine can take up to 30 seconds for oil to reach the left side of the crank.  Longer on an early 650 or  Atlas engine with the original 3 start pump worms

This is an interesting thread and got me wondering as to what the Plumstead and Andover assembly lines did with newly-built machines. As Jon stated, perhaps they used assembly lube or perhaps a rolling road or electric motor to spin-up the cranks with an oil-supply attached (which I doubt)?