Just keep driving. I had to replace an O2 sensor in my wife's car and the O2 heater took 750 miles to clear off. If you have an OBDII reader, you should be able to see if the ready monitors are set (at least mine will show it). Sometimes the car is also looking for certain drive cycles (stop and go with some constant 40ish MPH running, a constant speed highway trip, etc...).
After 250 miles, the car likely would have logged a pending code if it had an issue.
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