Therei s nothing wrong with round penning a horse. I do it with all of my horses as it has its benefits.. I do it as one oft he first things we starting as it does teach respect and it is a good place to start. If they go out of gait before they are started oh well. My horses now stay in gait when they are round penned because they are finished -but initially they would o out sometimes, but that is also a great way to guage the speed -if they go out you can ask them to slow to the speed that they are in gait.
Round penning helps to make a horse supple too, bending etc.
Did I round pen my horse much before she was 3? No -at the very least not at a canter because it is hard on them they same as it is on any horse. But there is nothing wrong with using the pen to generate some communication with your horses.