Setting parameter value to match steady state target

That is the right way to go. See e.g. DSGE_mod/RBC_baseline/RBC_baseline.mod at master · JohannesPfeifer/DSGE_mod · GitHub
The warning that you get should be one that says

If these parameters are not initialized in a steadystate file or a steady_state_model-block
But obviously you are setting it there.

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