At which point in the process should you claim your relevant domains for your Enterprise...

Any time. Workspaces created prior to domain claiming will be shut down automatically.

Never. Slack will automatically claim the domains for you when you purchase Enterprise Grid.

As soon as possible. This feature is not retroactive, so workspaces created prior to claiming the domain will continue to exist as standalone workspaces.

Before purchasing Enterprise Grid. It is important to claim domains while still on the free plan.