I am used to a very laborious break-in process for my centerfire rifles (e.g. 1 shot and clean for ten shots, 3 shots and clean for 30 shots, etc.) Is this kind of break-in required on a rimfire like the .17HMR? I don't see why it would be any different, but I keep reading about guys who just bought there gun and ran 100 rounds through it immediately with no mention of cleaning.

Shoot and enjoy.

I believe in a breakin period others say it is a waist of ammo and cleaning supplies. Since a rim fire cartridge is a class below a center fire cartrigde one would wonder if it should be treated the same. I would say since it fires a copper jacketed bullet it should be treated the same. Remember to use a good bore guide and a coated one piece cleaning rod or you could damage the bore. More fine shooting barrels are ruined by improper cleaning than any other reason.
Most inexpensive rifle barrels are very rough from the factory and will probably copper foul badly, but it may not. If it were my rifle I would shoot and clean the first five shots. Then I would clean after each five shot group until thirty rounds are reached. When shooting copper jacketed bullets your rifle will tell you when to clean as accuracy falls off. Since the bore is so small it will not take to many shots to foul the bore. You will soon know as you use the rifle.
No matter what you do enjoy the new rifle and learn all you can while shooting the rifle.