Modern turbos often come with enough factory oil coating to get by without extra lube. I've installed a few using just the engine's first start oil pressure, and they've lasted years without issues. The key is to prime the oil system properly by cranking the engine with the fuel pump off. What kind of turbo was it that failed so fast?
Disagree with margaret_dixon31 on skipping it. That factory coating burns off way too fast for my comfort. You just got the worst proof it's a bad gamble.