The best time to dust with powdered sugar is when there is no brood old enough to contain mites. New packages are in this condition, as are nucs made with frames of unsealed brood that is less than eight days old from the egg. The new colony will eventually become infested with mites, but they will have fewer their first year than if you had not dusted when they were broodless.
I like to dust a freshly made nuc at least 3 times before they have eight day old brood. If you have other colonies that you intend to treat later in the season, try taking a frame of very young larvae and adding it to the new package, also. When the brood in this frame is sealed, return it to the donor colony. It will contain the mites the sugar failed to cause to fall from the adults in the package. When you treat the donor colony later, you kill those mites. If you don't mind wasting a frame of worker brood, you can freeze the frame to kill the mites in the sealed brood. That way you do not increase the mites in the donor colony.
Some people worry that dusting will cause a new package to abscond, I have never had that to happen, but adding brood would help hold the bees in the hive.