If you have to avoid blipping the throttle when the engine is cold in order to try to keep the
oil cooler from leaking, you need to find a better brand of
oil cooler or replace the piece of junk you have on the car now.
They are rated for way higher pressures then your engine will see under any kind of normal use - even revving cold.
To restate the obvious -one should always avoid blipping a cold engine - for many different reasons.