@theta
Severe cold winter climates, like Mike Frary's are quite different than north Georgia. So the answer to the question depends on where you live, I actually live between Chicago and Milwaukee. My climate is nearly identical to
@sorce .
I was going to quip that late winter early spring in Georgia can be today, second week of January. You guys have it way too easy. I have serious climate zone envy. But I don't know GA specifics. Stan Kengai and Dave4 both live in Georgia, know their climate and have a track record of turning out excellent trees, listen to their experience. Markyscott's Houston weather is more similar to Georgia than mine, but Houston really can be sub-tropical, with occasional frost free winters, followed by a winter with a hard freeze. Very different climate from Georgia or further north.
So best answer has the element of local climate, in addition to species, and what degree of protection you can supply after pruning.
I provide little or no protection for the bulk of my collection, zone 5b, I do nothing middle of winter. I usually don't prune after middle of August, but I may be re-evaluating that approach. Trees sheltered in frost free unheated well house - if I can reach them, I will pull out one or two and work on them middle of winter, then return them to the cold shelter before they have a chance to wake up. My well house remains frost free, so these trees are not stressed by serious cold.
*****important, as little as 12 hours at temperatures above 40 F, 4 C, can begin to wake trees up. When trees start to become active, cold tolerance decreases. In Michigan, wine grapes lost entire crop winter of 2012-2013 due to 5 days in January where temperatures exceeded 60 F, (+15 C) followed by an immediate crash down to 0 F, (-17 C). All flower buds were killed, many of the vinifera types vegetative buds had greater than 50% mortality. Yet in a normal winter where temps slowly got down to the frigid lows, and stayed cold without a thaw, the same vines had flower buds survive through - 10 F, even -15 F (--23 C to -26 C). So remember, letting a tree spend a day or two in the warmth of the home or workshop can significantly reduce its winter hardiness. Protect from deep freezes for the remainder of the winter, after more than a few hours in the warmth.