...........excellent reference from what "training wheels" posted here seems that most agree facing into wind is about engine cooling of some discription & seeing as it's a good place to start such a habbit then it will benifit when & if that pilot goes on to fly turbines where into wind (where possible) is very much encouraged for a cooler start process, & as we all know (kero burners) it's the start process of a turbine engine that has the most long term effect on wear & tear................do it now & reap the bennifits by way of good airmanship for latter also.
...........yes one could install the gust lock to prevent controls from being buffeted around during an engine run up in windy conditions but is it not wise to remove such a devise before one even entertains the idea of flight, & that starts as we move the wheels !:-), besides some gust locks actually mask the magneto switches (deliberately) which are obviousaly needed as part of an engine runup. Re-installing the gust lock could set up a potential hazard far from that of the original subject matter here:-)
Capt Wally :-)