Q: Why initiation of warfarin is always recommended with Heparin/LMW Heparins, particularly at higher doses?

Answer: Warfarinization (start of warfarin) initially and temporarily may promote clot formation. This is due to the fact that the level of protein C and protein S are also dependent on vitamin K activity. Warfarin causes drop in protein C levels in first 36 hours. Also, reduced levels of protein S lead to a reduction in activity of protein C, for which it is the co-factor. This leads to a prothrombotic state. Thus, when warfarin is loaded at greater than 5 mg per day, it is advisable  to co-administer heparin.

Reference:

Wittkowsky AK (2005). "Why warfarin and heparin need to overlap when treating acute venous thromboembolism". Dis Mon 51 (2–3): 112–5.