How can I bypass the "first setup"? Is there a way to bypass the first setup screen, that shows up during first boot of a new/stock ROM or after factory reset?
Yes there is, after the phone is opened and SetupWizard is on, starting with top-left corner of the screen, all corners must be tapped once, in a clockwise  direction. (Top left, top right, bottom right, bottom left to be more specific)

It can be hard to do it properly at first try so if it doesn't work, just try again.

Here's a walkthrough video.