Not sure about the difference in law in England - but like I say, at 4 weeks the little pygmys bits had not dropped, so left him a few days longer.
I do suppose the earlier the better, for the sake of the kid, but in the past, the billies I have had were not ready to be done in the first two weeks. The only two I can recall doing at a week old were two strapping BA boys.
When little Barnie was done, he bleated a couple of times, lay down, stood up, and tucked into his hay. Quite often they lie down for a while to get over it, but Barnie seemed absolutely fine. With a pygmy in particular, you have to be so careful to make sure you have his bits, they are rather small.
I would suggest that if you are not confident yourself at doing it for the first time, get someone like a sheep keeper for example to do it, and they can show you exactly how to do it properly.