I can't get the new particle system to work

I’ve been looking at the new particle system, which looks very interesting. However, I can’t get it to work. I applied an emitter Particle System to a mesh object (a subdivided plane) leaving most of the settings unchanged, except for applying an initial velocity based on normals. But particles aren’t emitted. I’m sure there’s some simple step I’ve missed out. Do I need to do something with a ParticleInstance?

Did you save the file and bake the particles?

No, that’s the step I missed. Thanks!