I just replaced steering head bearings on a friends 07 Dyna. She has about 50,000 on it now, didn't do the recommended 30,000 inspection/service. I found very little grease on the bearings. They were dry and trash, the bottom bearing was frozen to the stem.
HD calls for steering head bearing inspection and grease at 30,000 miles. IMHO the factory is putting minimal grease on the bearings. I wouldn't wait for 30,000 on a new bike, push the initial service of the steering head to ASAP. Get plenty of good quality grease on them, then go 30,000 miles thereafter.