That's an interesting quote given that in Slaughterhouse-Five, his most famous novel, he conspicuously avoids doing this. The first chapter of Slaughterhouse-Five is a meta-chapter about the writing of the novel itself, and only in chapter two does the story proper actually begin.

I think there's something effective about the way the book begins, and continually references other parts of itself throughout the entirety of the story; but it's definitely not throwing away the first chapter; or alternatively if there was a "first chapter" to Slaughterhouse-Five that Vonnegut threw away, I wonder what possibly could have been there.

How do you know he did not follow his own advice? Metafiction becomes a cheap trick if you are not upfront about it, you either make it clear from the start or end up in "it was all a dream" territory.