At one point I'd do 5 or so minutes of walking mindfulness but what I found is my preparation in the beginning of a sitting was enough and I'll explain that.

1 - Get comfortably seated.
2 - Three deep and slow breaths.
3 - Starting at the feet take a long and slow in-breath through the nose and at the same time "feel" any tension in the feet. At the end of the inhale pause for a second or two and really "feel" any tension.
4 - Slowly exhale through the nose and "feel" the tension melt away.
5 - Repeat for lower legs, upper legs, hips, lower torso, upper torso, shoulders, upper arms, lower arms, hands, neck muscles, back of neck into back of head, jaw and face, crown of head.
6 - Repeat for the entire body all at once.
7 - Three deep and slow breaths.
8 - Begin the technique I'm practicing.

The part about "feeling" tension... It's a little hard to explain because it's not only located at the part. I can also "feel" it in the sternum and also the upper left hemisphere of the brain. For me the "trick" seems to be keeping all three and the tension in awareness through the inhale, pause and exhale.

That warm-up in and of itself places me in a very deep and relaxed state and I can easily slip right into a relatively deep meditative state.