No one was "made" in the way we think of it today until around 1935, so I would guess the answer is technically no. The Mustache Petes had some sort of ceremony and while it was similar, it was much more nebulous and different than that used by the early LCN. My Grandfather told us he recalls being sat down and told you come in alive and you leave dead and asked if he understood, and that was about it. According to him the burning saint and the Sicilian diatribe was a 1930s creation