I have many pairs of Mephisto "Helen" sandals & have never had to "break them in". I bought my 1st pair 14-15 years ago & they're still in great shape & very comfortable. They support my foot perfectly right out of the box like they were custom made for my feet. The footbed is not soft, like some Birkenstocks are. I can't wear Birks, because the footbed is just not right for my feet & the toe-bar grip thing hits right in the middle of my toes & Mephisto doesn't have that toe-bar. I also can't wear Vionics, but I do have weird feet.
You might contact Mephisto's CS & ask about if you need to break them in & how to go about it or they're just not right for you & you should return them.