I wouldn't prune until all the leaves have fallen and the fruit is off.
The danger of pruning too early is that you then get frost damage to the cut ends and you end up having to cut back even further. Not good with a young tree you are still trying to shape. Or if the autumn weather is still balmy, as this year, your tree might try to put up fresh growth before the winter, instead of hanging onto its resources until spring.
When is the best time depends very much on your location. I leave mine until very late winter, say March, or even into April if we are having a particularly cold spell. Definitely don't prune when it's actually frosty. Judge by your local weather conditions at the time.
For me, here, I would protect the tree now, then remove the protection temporarily to prune at the right time