How / if should I TRAIN my Lithium-Ion batteries (like I used to do with Ni-cads)?

Li_Ion batteries don't need to be "trained". The change from NiCd batteries was because cadmium is a heavy metal, toxic. The cadmium was winding up is landfills and that's not a good thing to happen. You can always use NiMH batteries. They're still available and don't have heavy metals in them. They don't need 'training" either. But any battery should be given a full charge before it's initial use.