Set the tank up at whatever salinity you want, even freshwater, so that you can carry across live filter media from another tank. Poor water quality harms brackish water puffers far quicker than salinity changes! It doesn't matter what SG the retailer keeps them at -- you can acclimate them between salinities within an hour, simply by using the standard method for introducing new fish. Once your fish is settled, you can do water changes across the week the bump up SG to 1.002. I'd leave it there for a few weeks, and then over the next six months, adjust the SG very slightly upwards if needs be. There's no need for a very high specific gravity here: 1.002-1.003 is ample for long term health.
Cheers, Neale