Just to clarify (Physics undergraduate major here), the "specific heat" of cast iron is almost identical to that of carbon steel. This means that two samples of identical weight being heated will be approximately the same temperature. The reason cast iron seems to "retain" more heat is simply that there is a lot more mass in a cast iron pan vs a similar steel pan. So yes, it takes longer to preheat for a given level of fire.
There's no reason to slowly heat the pan unless there is so much heat that there is a risk of the pan cracking due to thermal gradients. I'm not sure that is even feasible. I'd bet it couldn’t be achieved on a cooking stove. My practice is to begin heating with the flame on its highest setting, then back off as/when necessary. It works fine except the wife is not fond of seeing smoke.