I usually initiate this conversation at the first session. I hate HIPPA (the US laws about confidentiality) even though it is for my protection... however, I wouldn't work with someone who I didn't think was ethical enough to be appropriate. Anyway...

My current T knows that if she sees me that I would like her to say hi and we have agreed to that... Other than her everone else said that I had to initiate. One ignored me after I initiated (and we agreed to my initiating)... Ooooh was I hot next session.