The LHC at CERN plans to have a series of upgrades to increase its instantaneous luminosity to $7.5\times10^{34} \text{ cm}^{-2}\text{s}^{-1}$. The luminosity increase drastically impacts the ATLAS trigger and readout data rates. The inner-most station of the ATLAS muon spectrometer, the so-called Small Wheels, will be replaced with a New Small Wheel (NSW) system, consisting of Micromegas (MM) and sTGC detectors, which is expected to be installed in the ATLAS underground cavern at the end of 2021. With the final MM quadruplets (modules) already produced from different construction sites, the integration activities of the modules into the final fully-equipped MM double-wedges, that are then installed on the wheel structure, are currently in full swing in the integration facility at CERN. One crucial part of the integration workflow is the installation, testing and validation of the on-detector electronics & readout chain for a very large system with more than 2.1 M electronic channels in total. These include 4k MM Front-End Boards (MMFE8), custom printed circuit boards each one housing eight 64-channel VMM Application Specific Integrated Circuits (ASICs) that interface with the ATLAS Trigger and Data Acquisition (TDAQ) system through 1k data-driver Cards (ADDC \& L1DDC, respectively). The readout chain is based on optical link technology (GigaBit Transceiver links) connecting the back-end to the front-end electronics via the Front-End LInk eXchange (FELIX), a newly-developed system that will serve as the next-generation read out driver for ATLAS. Experience and performance results from the first large-scale electronics integration tests performed at CERN on final NSW MM double-wedges, including system validation tests with cosmic-rays, are presented.