I have just built a 257 Roberts AI with light varmit Lothar hand lapped barrel. I was going to develop a load first using Moly coated
bullets. For 87 gr bullets, the Nosler manual says 45 gr IMR4895 is the accurate load and the Sierra manula says 45.9 gr IMR 4895.

The bore is prepped with Moly bore paste. Should I start out with 45.9 gr on 100 rounds and just vary the OAL? or should I work up
from 45 to 48.2 gr and then later tune OAL?

The accurate loads listed were most accurate in the test barrels used for the loading manuals.I find that they are rarely the most accurate in my own rifles.Adding moly will drop the pressure of a given load and may or may not affect accuracy.There is no way to know without trying them in your rifle.

I agree. The most accurate loads listed in a reloading manual mean absolutely nothing to a reloader unless he's shooting the same rifle that was used in the testing procedure. In my opinion even listing a most accurate load is silly, it has nothing to do with what your rifle will like.