You can begin to prune them anytime now. The thing you want to be careful of in CO is our cold night temps that reach far into spring. Once you prune, the plant will be stimulated to start pushing new growth. If we get a cold snap, that new growth may be damaged. However, the shrub roses are some of the hardiest around and the Double Knock Out is no exception. They don't need to be pruned every year, except to control height and spread. It's always a good idea to take out dead, diseased and/or crossing canes and to maintain good air circulation within the shrub.