The only issue with breaking in a Brooks by riding alone is that they have quite a hard "spine" where the holes are and some (including me) find that really uncomfortable. I was bearing too much weight directly on my perenium which was causing numbness, and my sit bones weren't taking enough of the load.
One of the members here (Jayoclock) recommended Flexalan horse tack dressing. You take the saddle off, paint it with flexalan on the underside until it soaks right in (some of it may soak through to the saddle upper, but that's fine). Then put on clean socks, bend the saddle "wings" out so the saddle is flattened out with it being oriented right way up, and then press the saddle onto the ground, and stand on the spine of the saddle. You'll feel that spine start to give a little as you work it with your foot (and your full weight) on it. Do it for about 10-20 minutes.
Allow the saddle to dry naturally and it'll be much softer in that area particularly, (although it'll still be firm).
Proofhide is largely a waste of time for softening, it's just neutral shoe wax which is fine for protecting the leather if that's what you want to do.