I'm with Gullibell here - an engine failure and the pilot's handling of it doesn't need to be rushed - the engine has already died.
BUT - a loss of oil pressure in a previously healthy engine does need prompt action before a simple loss of oil turns into something much worse.
If you didn't see oil pressure indications during engine and rotor start, what would you do? Let it keep going and consult the checklist? Or shut it down pronto?
I doubt anyone would have any problem in immediate shutdown, even though you are safely on the ground. Why? Because you don't want to make things worse.
I know of at least 2 accidents caused by engines losing oil pressure and not being shut down quick enough - in both cases the explosive failure that followed took out hydraulics and fuel but fortunately not the other engine.
At the very least achieve safe OEI flight and get it to idle, then confirm you have more than one indication and shut it down.