Is it a Convention for Mate in X (where X>1) Puzzles to Start with

I’ve been playing Zen Chess lately. Anyway, my question doesn’t relate to the game itself, but to conventions for puzzles of the check-in-X-move(/s) type. Obviously, if X=1, then the first move must be check with checkmate. But in all the puzzles in the game I’ve solved thus far where X=2, 3 or 4, all

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