You cannot see the temperature conversion begin, as the internal oscillator is initially gated "on" by the rising power supply (VPOR). The MAX31855, like many of our thermal sensors, has an internal free-running silicon oscillator that triggers the different conversion stages.
There is no direct dependence upon /CS (I/O), except that you should wait 200ms after power-up to get the first valid result, and then you may read every 100ms thereafter. Register updates are suspended while /CS is active.