Foucault pendulum initial velocity

Suppose the Earth wasn't rotating, but instead you impart a small sideways velocity to the pendulum bob as you release it. What you would have is a conical pendulum that traces out an ellipse instead of a straight line.

Now start the Earth rotating. The point of the Foucault's pendulum is that the rotation of the Earth doesn't affect the motion of the pendulum, so the pendulum behaves exactly as it did in the thought experiment we started with. The bob traces out a (very narrow) ellipse, and the axes of the ellipse rotate relative to the Earth.