Pop back into the dealer and ask to see the Vehicle Information screen from their order tracking system. It looks like this:
You can check your order number matches up, along with the planned build dates. As the vehicle progresses down the queue it will be assigned its VIN and Engine number. You'll soon be able to tell if yours is genuinely 'made to order' if the dealer shows you this screen (and there is no reason they shouldn't do this IMO).