The Oxford Dictionary of Phrasal Verbs marks this sense of break in as being optionally separable. That is, 'break in [something]' and 'break [something] in' are both acceptable (this is not the case with all multi-word verbs).
There are two provisos:
(1) the MWV is obligatorily separable with pronoun 'prepositional objects' ('break them in', not 'break in them')
(2) the MWV is obligatorily inseparable for weightier 'prepositional objects' ( Over the next few weeks, the wranglers broke in the dozen or so wild mustangs that the cowboys had managed to corral in the box canyon).
There is a requirement with this MWV that the referent of the 'prepositional object' be of a rather more exacting nature than say a feather duster. Gloves are probably borderline. You'd only use 'I broke in a new feather duster' whimsically. // I'd prefer object of the transitive MWV to 'prepositional object' here.