I think you should be able to do it at any stage so long as the dough can be handled easily and, for best results, you then let the knots rise before baking. However, if you try to make the knots with the dough right out of the mixer, the dough may be too elastic with a lot of springback. It might be better to let the dough rise, at room temperature, for an hour or more or until the dough is soft and then shape the knots. I also don't see any reason why you can't put dough knots in the refrigerator after forming and use them the next day after letting them warm up to room temperature and rise a bit. It should also be possible to make the dough knots from cold fermented bulk dough or dough scraps so long as you let them rise enough to get good oven spring.
I suspect that doughs that use a fair amount of yeast may be better candidates for dough knots, and that doughs using a softer flour, like all-purpose, may be easier to handle. I often make cold-fermented doughs with little yeast that rise very little while under refrigeration. I think one would have to let the dough knots really warm up before using to get the best results.