When are owning connections done setting up for actors?

It seems like that using the condition

if (Role == ROLE_AutonomousProxy)

too early causes a few “No owning connection for actor…”. I don’t know what too early means, though. I get like 20 of those messages and then the execution is progressing as I would expected – without any warnings.

I am unable to find out when this setup is finished. Is there any condition to check? I find it somewhat annoying to get those warnings in the beginning.