Waiting for Transition Altitudes / Levels before applying pressure settings is an ancient practice that has historically led to many level busts. The AIP entry one poster kindly listed above is the safest method to follow. Waiting until transition leaves the pilot open to distraction. Years of dialogue between the CAA / JAWG / NATS and airlines providing level bust risk management strategies have eradicated this practice hence the AIP method.
You will invariably have a standby altimeter to monitor MSA in the climb out when early 1013 is selected if you have any terrain awareness issues to satisfy.
Not from an ATCO as you asked, but ignore at your peril.....