I've never played the DLCs before. Is there a recommended time I should start the DLCs? I'm rolling a new character and I didn't know if I should start the DLCs as soon as I run into them? Or wait until I finish the vanilla story. Any suggestions/proper progression route?
The Ashes of Ariandel flows almost directly into the Ringed City. The Ringed City is designed to be the last thing you do before the final boss. Thus, I like to leave the DLCs until the very end of the game. Right next to the final bonfire in the base game is the entrance to the Dreg Heap, which is the start of the Ringed City DLC. Before I even touch that entrance, I like to immediately turn around and warp to the start of the Ashes of Ariandel DLC.
That said, Ashes of Ariandel has a... weird difficulty curve. You find a lot of Large titanite Shards in the early part of the DLC, with a few titanite Chunks later on, finishing off with not 1 but 3 titanite Slabs by the end of the DLC. You also get access to it WAAAAAY before the average player is able to take it on. One of the bosses seems to be balanced around a character with +6 weapons, but the other boss is one of the most difficult bosses in all of Dark Souls.
If it helps, the devs did leave a message at the start of Ariandel saying that you shouldn't take it on until you've "conquered the depths of Lothric Castle." I assume that means after you defeat your third Lord of Cinders, when you get access to the deeper part of Lothric Castle, which is roughly when you're at +6 equip. There are some very fun tools in Ashes of Ariandel, if you want to grab some new toys before you have nothing else to use them on.
Oh and the Ringed City is the hardest part of Dark Souls 3. It is also, symbolically, the final bit of content Myazaki is ever going to add to Dark Souls. Without wishing to spoil, the finale is a very fitting ending for Dark Souls as a whole, IMO. Thus, I like to end my playthroughs with it.