first, you have Kevin Wood handy
Yes, but, despite that, it worked.

second, most tuners prefer initial session on the dyno for the car to run because tuners prefer biggest injectors possible which requires creating a map from scratch
after the car reach "normal" working state , fine tuning done on the road
True. Most tuners would prefer you to pay by the hour to use their rolling road.
I started out with a rough ignition map which was what I was using with the DCOEs that were previously on the engine. I had no fuel map whatsoever, in fact, I wouldn't be surprised if I was the first to run a megasquirt on a Zetec engine. I also used Jenvey individual throttle bodies running Volvo 940 Turbo injectors, so it was a bit of an odd combination anyway.
My approach was to calculate the fuelling requirement for the engine power I expected, turn that into an approximate injector duration and calibrate the whole system using that as a baseline for 100% VE. I'd observed that around 30% VE at idle is typical, so I shot at that and had it idling OK with a bit of tweeking. I then increased the revs off load and got it able to rev unloaded to the red line cleanly. I then "interpolated" the valves in the map from unloaded up to 100% VE and tweaked the acceleration enrichment until it'd rev cleanly. That's about all I could do without hitting the road.
Fortunately, I had a short downhill stretch of road before I could turn onto a main road and drive for 10 miles or more. I gave the closed-loop fuelling a lot of authority to correct the fuelling (by up to 50% IIRC) and set off. It drove like a dog, of course, but if you held constant speed and load for long enough for the closed loop fuelling to adjust you could watch the correction and decide how far you needed to adjust the map to correct it. A few manual corrections of the map and it was perfectly driveable. After about 30 miles it was almost perfect - better than the carbs I was running before, at any rate. It had a little more tweaking in the following months, but more than 10 years later it's still running perfectly!
Maybe I could get another few percent out of it on a rolling road, but I know that the tune probably varies enough with temperature and altitude / atmospheric pressure at the moment that that would probably be futile. Maybe one day I'll tune the correction for these well enough that I'll have a go at fine-tuning the map...
What I would say is that tuning the fuelling on the road is easy. You can tell through the "seat of the pants dyno" when you've hit the sweet spot and readings from a wideband lambda sensor can give you confirmation of that. Tuning ignition timing is much less easy, and I reckon a dyno would help greatly in getting that completely optimised.