I tried this too, and found to my dismay that the cost of the warp openning component was so large that it exceeded the maximum retrofit limit of 50% for any conceivable ship I could build.
see: Retrofit Max Percent Difference in cost := 50
And so, for very very expensive components, you will find it exeedingly expensive to retroseries them into a ship.
If you really want the component in the fewest turns possible however this is what you must do:
i) build a ship that is really really expensive through several retroseries
ii) once the cost of your ship is equal to double of the cost of the component you want, go ahead and replace most of these expensive components with the desired component.
You will still find this takes a fair bit of micromanagement, and will significantly increase the time it takes to play a round of the game (for most of us this is a good thing
). Is it imbalanced, well no, becuase it'll still take you a longer time than two to three turns, and it will cost your empire a huge amount of resources to do.