Hi.
Follow the owner's manual until the warranty expires. Then you are free to use your judgement to see what oil, and at what interval, to use.
I don't know if Honda advises against removing the factory fill early, since I only own 1 Honda vehicle and the manual doesn't say anything like that, but that is odd. I wonder why those guys would do that.
Anyways, I break in my vehicles the exact same way. Very hard driving at varying engine speeds, for about 30 miles or 30 minutes. It simply makes sure that the pistons/rings seat correctly against the cylinder wall. Then, I go home and change the oil right away. This avoids keeping metal particles, from manufacturing, inside the oil, which could damage your engine.
Legally, you would want to avoid this unless it doesn't specify in the owner's manual. Again, I do not know because I don't own a Pilot. As far as I know, pretty much all manufacturers give a break in routine. However, the break in routine is detrimental to engine performance because if you drive it slow, there may be a chance that consistent sealing will not take place. Later down the road, over the life of the car, you will notice degradation in engine performance and increased oil consumption. Remember, all engines burn oil by design. This is due to the vacuum induced by the 4-stroke cycle. It is natural that some oil gets "sucked" in and is combusted along with the fuel-air mixture.
There will be people who disagree with my technique...that's ok. It's your vehicle, and you should be doing what you feel is best. I have never had piston/cylinder/combustion related problems with my vehicles.
Break in occurs in seconds and minutes. Think about it. How can bits and pieces of the tolerances made during manufacturing...withstand the thousands of pounds of heat, pressure, and abrasion that occurs inside an engine almost immediately? If you do an oil analysis over the course of the initial several thousand miles, the "increased wear metals" is likely due to the lack of changing the factory fill early. Why? Because those metal particles have accumulated in the engine and are now being released with the impending oil changes. That's a good thing. But you must take into account what those particles have been/are doing when you dump the oil. Most likely they have caused unnecessary engine wear. Whether or not it is significant to be noticeable or not...is only noticeable over the life of the vehicle as you use it.
If you are interested in using a higher viscosity oil, you will not hurt your engine. However, you will probably void your warranty if you do that within the warranty period. However, many Honda dealers use 5W-30 regardless of the vehicle. It's a universal multigrade oil so it's cheaper to buy it in bulk than to buy many different kinds.
Honda OEM filters, just like any other filter, are perfectly fine for your car obviously. They are made by a major OEM parts company that also sells under its own brand.
Oil change intervals should be calculated from driving style. If you drive a lot of short trips in extreme temperatures, or in moisture rich areas, I would advise you to change the oil a little earlier than the recommended interval. However, I know that the Pilot comes with an oil life meter. Please keep in mind that it is not an advanced onboard oil analysis device. It records driving style and engine revolution and uses an algorithm to come out with a % oil life. It is not 100% accurate, and won't fit 100% of the people out there. However, I believe it is good enough for 90% of the people out there. If you drive in easier conditions, i.e. long highway drives, you can accept the oil life meter with more confidence. My brother has a Honda Civic with a similar meter. It always tells him to change at around 12,000 miles. He does a lot of varied short trips and long trips. I personally think that is pushing it, but the car operates fine.
Unfortunately, I can't offer too much else. I'm an engineer at Honda, but I don't develop the consumer vehicles. Most of this post is my own opinion, so please take that into account.