And achievement unlocked :-)
I don't know how long it took (10 minutes ? I'll have to measure next time) but the "lock" output has finally been asserted.
Parameters: Ta=18°C, 15V, 0.60A when settled.
The unit rests on bubble wrap to insulate against heat losses through conduction with the table, yet the other side is exposed to free air to prevent overheating. The question of insulation vs heatsinking is pretty complex but a mixed approach should work. Too much heatsinking and the unit will draw too much current to heat the Rb lamp to >100°C and locking might take a very long time, if ever.
I measured again : from a cold start, the block took 13 minutes to lock while the current was 0.7A (not yet settled to 0.6A).
This is pretty long and it could be a sign of old age (or a cold room), but this is not critical for my occasional needs. Maybe I'll have to get it recalibrated, or buy a second one... one day.